Fastest Coupling of Random Walks

DOI10.1112/S0024610799008017zbMATH Open0956.60049MaRDI QIDQ4487487FDOQ4487487

L. C. G. Rogers

Publication date: 22 June 2000

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

maximal coupling

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited In (6)

• Coupling, local times, immersions
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• Optimal Markovian coupling for finite activity Lévy processes
• The directional optimal transport
• Bivariate distributions with ordered marginals
• Rigidity for Markovian maximal couplings of elliptic diffusions

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