| Título: | Characterization of maximal Markovian couplings for diffusion processes |
| Autores: | Kuwada, Kazumasa; Ochanomizu University |
| Fecha: | 2009-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Maximal coupling, Markovian coupling, diffusion process, Markov chain 60H30,60J10,60J60,58J65 |
| Descripción: | Necessary conditions for the existence of a maximal Markovian coupling of diffusion processes are studied. A sufficient condition described as a global symmetry of the processes is revealed to be necessary for the Brownian motion on a Riemannian homogeneous space. As a result, we find many examples of a diffusion process which admits no maximal Markovian coupling. As an application, we find a Markov chain which admits no maximal Markovian coupling for specified starting points. |
| Idioma: | No aplica |
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