Characterization of maximal Markovian couplings for diffusion processes
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Publication:1039119
DOI10.1214/EJP.v14-634zbMath1191.60080MaRDI QIDQ1039119
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/231634
Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)
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