Coupling the Kolmogorov diffusion: maximality and efficiency considerations
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Publication:5197394
DOI10.1017/apr.2016.40zbMath1426.60036arXiv1506.04804OpenAlexW2963467286MaRDI QIDQ5197394
Wilfrid S. Kendall, Sayan Banerjee
Publication date: 23 September 2019
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1506.04804
Karhunen-Loève expansionsynchronous couplingmaximal couplingMarkovian couplingreflection couplingKolmogorov diffusionnilpotent diffusionoptimal Markovian couplingimmersed coupling
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