scientific article; zbMATH DE number 774040

MaRDI QIDQ4839095zbMATH OpenFDO

Authors Michael Craig Cranston, Wilfrid S. Kendall, Gerard Ben Arous

Publication date 8 October 1995

zbMATH Keywords

Brownian motioncomputer algebracouplingHeisenberg groupLevy stochastic arealinear stochastic oscillatorstep one nilpotent Lie groupstochastic controlsupermartingalesymbolic Itô calculus

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Recommendations

• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• Coupling in the Heisenberg group and its applications to gradient estimates
• Coupling methods for multidimensional diffusion processes
• Coupling of multidimensional diffusions by reflection
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion

Cited in

(23)

• Coupling, spectral gap and related topics. I
• Coupling in the Heisenberg group and its applications to gradient estimates
• Coupling of Brownian motions in Banach spaces
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• General construction and classes of explicit \(L^1\)-optimal couplings
• Pairwise near-maximal grand coupling of Brownian motions
• Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
• Gradient bounds for Kolmogorov type diffusions
• The implementation of approximate coupling in two-dimensional SDEs with invertible diffusion terms
• Couplings and quantitative contraction rates for Langevin dynamics
• Coupling, local times, immersions
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• Coupling time distribution asymptotics for some couplings of the Lévy stochastic area
• scientific article; zbMATH DE number 558930 (Why is no real title available?)
• Coupling the Kolmogorov diffusion: maximality and efficiency considerations
• \( \Lambda \)-linked coupling for Langevin diffusions
• Ergodicity of the underdamped mean-field Langevin dynamics
• Constructing maximal germ couplings of Brownian motions with drift
• Couplings of Brownian motions on \(\mathrm{SU}(2)\) and \(\mathrm{SL}(2, \mathbb{R})\)
• Non co-adapted couplings of Brownian motions on free, step 2 Carnot groups
• A coupling strategy for Brownian motions at fixed time on Carnot groups using Legendre expansion
• Large time behaviour for the semigroup of the kinetic Brownian motion in the plane
• Duality on gradient estimates and Wasserstein controls

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4839095)