On uniqueness of maximal coupling for diffusion processes with a reflection

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dc.creatorKuwada, Kazumasa
dc.date2007-01-13
dc.date.accessioned2026-07-07T07:40:59Z
dc.date.available2026-07-07T07:40:59Z
dc.descriptionA maximal coupling of two diffusion processes makes two diffusion particles meet as early as possible. We study the uniqueness of maximal couplings under a sort of "reflection structure" which ensures the existence of such couplings. In this framework, the uniqueness in the class of Markovian couplings holds for the Brownian motion on a Riemannian manifold whereas it fails in more singular cases. We also prove that a Kendall-Cranston coupling is maximal under the reflection structure.
dc.description23 pages
dc.identifierhttps://arxiv.org/abs/math/0701372
dc.identifierhttp://arxiv.org/abs/math/0701372
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121947
dc.subjectProbability
dc.subject60J60; 58J65
dc.titleOn uniqueness of maximal coupling for diffusion processes with a reflection
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