Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture

DOI10.1214/EJP.v16-859zbMath1228.60087arXiv1004.2398WikidataQ122943277 ScholiaQ122943277MaRDI QIDQ638396

Juan-Miguel Gracia

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.2398

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05) Stochastic integral equations (60H20)

Related Items (4)

A stochastic target approach to Ricci flow on surfaces ⋮ Monotonicity properties of the Neumann heat kernel in the ball ⋮ Mirror and synchronous couplings of geometric Brownian motions ⋮ Couplings of Brownian motions of deterministic distance in model spaces of constant curvature

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