Optimal coupling of jumpy Brownian motion on the circle (Q6198958)
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scientific article; zbMATH DE number 7808656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal coupling of jumpy Brownian motion on the circle |
scientific article; zbMATH DE number 7808656 |
Statements
Optimal coupling of jumpy Brownian motion on the circle (English)
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23 February 2024
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co-adapted coupling
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mirror and synchronous coupling
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maximal coupling
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stochastic control
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Hamilton-Jacobi-Bellman equation
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