Constructing maximal germ couplings of Brownian motions with drift
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Publication:6597239
DOI10.1214/24-ecp592MaRDI QIDQ6597239
Adam Quinn Jaffe, Sebastian Hummel
Publication date: 3 September 2024
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Brownian motion (60J65) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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