Coupling iterated {K}olmogorov diffusions
type: Item
instance of: scholarly article
title: Coupling iterated {K}olmogorov diffusions
zbMATH Open document ID: 1067.60079
author: Wilfrid S. Kendall
author: Catherine J. Price
published in: Electronic Journal of Probability
publication date: 2005-03-08T00:00:00Z
full work available at URL: https://eudml.org/doc/124920
full work available at URL: paper13.abs.html
review text: A new and interesting method of co-adapted coupling for iterated Kolmogorov diffusions is introduced and successfully applied when considering iterated time integrals.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 2142147
reviewed by: George Stoica
MaRDI profile type: Publication
OpenAlex ID: W2096524716
DOI: 10.1214/EJP.V9-201
description: scientific article; zbMATH DE number 2142147