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Shy and fixed-distance couplings of Brownian motions on manifolds

Article ID Journal Published Year Pages File Type
10527172 Stochastic Processes and their Applications 2016 23 Pages PDF
Abstract
As far as we are aware of, these constructions are new, though the existence of shy couplings on manifolds is suggested by Kendall in Kendall (2009).
Keywords
Brownian motionManifoldsCouplings
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Preview
Shy and fixed-distance couplings of Brownian motions on manifolds
Authors
Mihai N. Pascu, Ionel Popescu,
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Stochastic Processes and their Applications
Journal: Stochastic Processes and their Applications
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