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Coupling the Kolmogorov diffusion: maximality and efficiency considerations - MaRDI portal

Coupling the Kolmogorov diffusion: maximality and efficiency considerations (Q5197394)

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scientific article; zbMATH DE number 7109531
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Coupling the Kolmogorov diffusion: maximality and efficiency considerations
scientific article; zbMATH DE number 7109531

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    Coupling the Kolmogorov diffusion: maximality and efficiency considerations (English)
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    23 September 2019
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    immersed coupling
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    Karhunen-Loève expansion
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    Kolmogorov diffusion
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    Markovian coupling
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    maximal coupling
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    nilpotent diffusion
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    optimal Markovian coupling
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    reflection coupling
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    synchronous coupling
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