Shy couplings

DOI10.1007/s00440-006-0008-3zbMath1113.60076arXivmath/0509458OpenAlexW3037682858MaRDI QIDQ863489

Krzysztof Burdzy, Itai Benjamini, Zhen-Qing Chen

Publication date: 26 January 2007

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509458

zbMATH Keywords

Markov processesreflected Brownian motionsBrownian motion on graphsshy coupling

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

Related Items (7)

Rigidity for Markovian maximal couplings of elliptic diffusions ⋮ A stochastic target approach to Ricci flow on surfaces ⋮ Shy and fixed-distance couplings of Brownian motions on manifolds ⋮ Monotonicity of Avoidance Coupling on K_N ⋮ Shy couplings, \(\mathrm{CAT}(0)\) spaces, and the lion and man ⋮ Couplings of Brownian motions of deterministic distance in model spaces of constant curvature ⋮ Rubber bands, pursuit games and shy couplings

Cites Work

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• Stochastic differential equations with reflecting boundary condition in convex regions
• On skew Brownian motion
• Diffusion processes on graphs and the averaging principle
• Lenses in skew Brownian flow
• Coalescence of synchronous couplings
• Local time flow related to skew Brownian motion.
• Synchronous couplings of reflected Brownian motions in smooth domains
• Stochastic differential equations with reflecting boundary conditions

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