Brownian couplings, convexity, and shyness.
Electronic Communications in Probability [electronic only] (2009)
- Volume: 14, page 66-80
- ISSN: 1083-589X
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topKendall, Wilfrid S.. "Brownian couplings, convexity, and shyness.." Electronic Communications in Probability [electronic only] 14 (2009): 66-80. <http://eudml.org/doc/230249>.
@article{Kendall2009,
author = {Kendall, Wilfrid S.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Brownian motion; co-adapted coupling; convexity; coupling; Markovian coupling; perverse coupling; reflected Brownian motion; reflection coupling; shy coupling; skorokhod construction; stochastic differential},
language = {eng},
pages = {66-80},
publisher = {University of Washington},
title = {Brownian couplings, convexity, and shyness.},
url = {http://eudml.org/doc/230249},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Kendall, Wilfrid S.
TI - Brownian couplings, convexity, and shyness.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 66
EP - 80
LA - eng
KW - Brownian motion; co-adapted coupling; convexity; coupling; Markovian coupling; perverse coupling; reflected Brownian motion; reflection coupling; shy coupling; skorokhod construction; stochastic differential
UR - http://eudml.org/doc/230249
ER -
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