Couplings of Brownian Motions of deterministic distance in model spaces\n of constant curvature

2015/07/18 by Mihai N. Pascu, Ionel Popescu, Pascu, Mihai N. +1 · 1 citation
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paper · pdf · doi:10.48550/arxiv.1507.05202

openalex publication_date 2015/07/18 · openalex created_date 2022/10/03 · openalex updated_date 2026/07/28

Abstract

We consider the model space of constant curvature in dimension n and\ncharacterize all co-adapted couplings of Brownian motions on this space for\nwhich the distance between the processes is deterministic. In addition, the\nconstruction of the coupling is explicit for every choice of \ρ satisfying\nthe above hypotheses.\n

Citations

• Shy and Fixed-Distance Couplings of Brownian Motions on Manifolds

Cited by

• Deterministic--Distance Couplings of Brownian Motions on Radially Isoparametric Manifolds

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