Maximal coupling of Euclidean Brownian motions

Cites Work

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The geometry of optimal transportation
Coupling of multidimensional diffusions by reflection
Optimal markovian couplings and applications
On uniqueness of maximal coupling for diffusion processes with a reflection
Monotonicity of time-dependent transportation costs and coupling by reflection
Characterization of maximal Markovian couplings for diffusion processes
Efficient Markovian couplings: Examples and counterexamples.
A counterexample for the optimality of Kendall-Cranston coupling
A maximal coupling for Markov chains
Maximal coupling

Cited In (24)

Numerical computations of geometric ergodicity for stochastic dynamics
A strong duality principle for equivalence couplings and total variation
Using Coupling Methods to Estimate Sample Quality of Stochastic Differential Equations
Hölder estimates for magnetic Schrödinger semigroups in \(\mathbb{R}^d\) from mirror coupling
Optimal Markovian coupling for finite activity Lévy processes
Metropolis-Hastings transition kernel couplings
On uniqueness of maximal coupling for diffusion processes with a reflection
Constructing maximal germ couplings of Brownian motions with drift
Coupled continuous time random maxima
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
A unified approach to coupling SDEs driven by Lévy noise and some applications
Shy and fixed-distance couplings of Brownian motions on manifolds
Rigidity for Markovian maximal couplings of elliptic diffusions
On maximal and distributional coupling
Constructions of coupling processes for Lévy processes
Couplings of Brownian motions on \(\mathrm{SU}(2)\) and \(\mathrm{SL}(2, \mathbb{R})\)
On the control of the difference between two Brownian motions: a dynamic copula approach
Pairwise near-maximal grand coupling of Brownian motions
Optimal coupling of jumpy Brownian motion on the circle
Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
Probabilistic method to fundamental gap problems on the sphere
Mirror and synchronous couplings of geometric Brownian motions
Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph

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