Characterization of maximal Markovian couplings for diffusion processes.
Electronic Journal of Probability [electronic only] (2009)
- Volume: 14, page 633-662
- ISSN: 1083-589X
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topKuwada, Kazumasa. "Characterization of maximal Markovian couplings for diffusion processes.." Electronic Journal of Probability [electronic only] 14 (2009): 633-662. <http://eudml.org/doc/231634>.
@article{Kuwada2009,
author = {Kuwada, Kazumasa},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {maximal coupling; Markovian coupling; diffusion process; Markov chain},
language = {eng},
pages = {633-662},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Characterization of maximal Markovian couplings for diffusion processes.},
url = {http://eudml.org/doc/231634},
volume = {14},
year = {2009},
}
TY - JOUR
AU - Kuwada, Kazumasa
TI - Characterization of maximal Markovian couplings for diffusion processes.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 633
EP - 662
LA - eng
KW - maximal coupling; Markovian coupling; diffusion process; Markov chain
UR - http://eudml.org/doc/231634
ER -
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