Coupling of Brownian motions in Banach spaces

DOI10.1214/18-ECP109zbMath1390.60294arXiv1705.08300OpenAlexW2963595589MaRDI QIDQ1748557

Elisabetta Candellero, Wilfrid S. Kendall

Publication date: 11 May 2018

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

Full work available at URL: https://arxiv.org/abs/1705.08300

zbMATH Keywords

Brownian motionSchauder basisHilbert spacesBanach spacecouplingGaussian measureCameron-Martin spacereflection couplingcoupling at time \(\infty\)Markushevich basis (M-basis)

Mathematics Subject Classification ID

Brownian motion (60J65) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic analysis (60H99)

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