Brownian couplings, convexity, and shy-ness
نویسندگان
چکیده
منابع مشابه
Brownian Couplings, Convexity, and Shy-ness
Benjamini, Burdzy, and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component processes of the coupling staying at least a given positive distance away from each other for all time. Among other results, they showed that no shy couplings could exist for reflected Brownian motions...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2009
ISSN: 1083-589X
DOI: 10.1214/ecp.v14-1417