Constructing maximal germ couplings of Brownian motions with drift

DOI10.1214/24-ECP592MaRDI QIDQ6597239FDOQ6597239

Authors Sebastian Hummel, Adam Quinn Jaffe

Publication date 3 September 2024

Published in Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

Brownian motionmaximal germ couplings

Mathematics Subject Classification ID

Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
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Cited in

(1)

• Optimal coupling of jumpy Brownian motion on the circle

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