Coupling, local times, immersions
From MaRDI portal
Publication:2348734
DOI10.3150/14-BEJ596zbMath1332.60118arXiv1212.1670MaRDI QIDQ2348734
Publication date: 15 June 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.1670
Related Items (9)
Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ Pairwise near-maximal grand coupling of Brownian motions ⋮ Optimal coupling of jumpy Brownian motion on the circle ⋮ MEXIT: maximal un-coupling times for stochastic processes ⋮ Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus ⋮ Coupling of Brownian motions in Banach spaces ⋮ Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case ⋮ Perfect simulation of M/G/c queues ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Faithful couplings of Markov chains: Now equals forever
- Efficient Markovian couplings: Examples and counterexamples
- Brownian couplings, convexity, and shyness
- Characterization of maximal Markovian couplings for diffusion processes
- Coupling of multidimensional diffusions by reflection
- Coupling methods for multidimensional diffusion processes
- Brownian excursion conditioned on its local time
- Shift-coupling in continuous time
- Coupling iterated {K}olmogorov diffusions
- W. Doeblin 1915-1940
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- A Gibbs sampler on the \(n\)-simplex
- A counterexample for the optimality of Kendall-Cranston coupling
- On certain almost Brownian filtrations
- Coupling time distribution asymptotics for some couplings of the Levy stochastic area
- Exact simulation of the stationary distribution of the FIFO M/G/c queue
- Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube
- Recognising Whether a Filtration is Brownian: a Case Study
- On Coupling of continuous-time renewal processes
- A maximal coupling for Markov chains
- One-dimensional Brownian motion and the three-dimensional Bessel process
- On coupling of Markov chains
- Maximal coupling
- Fastest Coupling of Random Walks
- Optimal Coadapted Coupling for a Random Walk on the Hyper-Complete Graph
This page was built for publication: Coupling, local times, immersions
