Coupling all the Lévy stochastic areas of multidimensional Brownian motion

DOI10.1214/009117906000001196zbMath1133.60033arXivmath/0512336OpenAlexW2000499832MaRDI QIDQ2370093

Wilfrid S. Kendall

Publication date: 22 June 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0512336

zbMATH Keywords

Brownian motioncouplingstochastic areamultiple Brownian integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (11)

Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ Coupling in the Heisenberg group and its applications to gradient estimates ⋮ Pairwise near-maximal grand coupling of Brownian motions ⋮ Couplings in \(L^p\) distance of two Brownian motions and their Lévy area ⋮ Heat kernels, stochastic processes and functional inequalities. Abstracts from the workshop held October 30 -- November 5, 2022 ⋮ Couplings of Brownian motions on \(\mathrm{SU}(2,\mathbb{C})\) ⋮ Coupling of Brownian motions in Banach spaces ⋮ Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case ⋮ Duality on gradient estimates and Wasserstein controls ⋮ Coupling the Kolmogorov diffusion: maximality and efficiency considerations ⋮ Coupling, local times, immersions

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