Shy and fixed-distance couplings of Brownian motions on manifolds

Mihai N. Pascu and Ionel Popescu

Stochastic Processes and their Applications, 2016, vol. 126, issue 2, 628-650

Abstract: In this paper we introduce three Markovian couplings of Brownian motions on smooth Riemannian manifolds without boundary which sit at the crossroad of two concepts. The first concept is the one of shy coupling put forward in Benjamini et al. (2007) and the second concept is the lower bound on the Ricci curvature and the connection with couplings made in von Renesse and Sturm (2005).

Keywords: Brownian motion; Manifolds; Couplings (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2015.09.014

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