On the construction of measure-valued dual processes

DOI10.1214/20-EJP419zbMath1437.60048OpenAlexW3003327043MaRDI QIDQ2184626

Laurent Miclo

Publication date: 29 May 2020

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

Full work available at URL: https://projecteuclid.org/euclid.ejp/1580202285

zbMATH Keywords

one-dimensional diffusionsrandom mappingsPitman's theoremcoalescing stochastic flowsdiaconis-fill couplingsMarkov intertwining relationsmeasure-valued dual processesset-valued dual processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Random walks on graphs (05C81)

Related Items (2)

Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds ⋮ Approximate and exact solutions of intertwining equations through random spanning forests

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