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arXiv · 1507.05202

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

Mihai N. Pascu·Ionel Popescu
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Abstract

We consider the model space of constant curvature in dimension n and characterize all co-adapted couplings of Brownian motions on this space for which the distance between the processes is deterministic. In addition, the construction of the coupling is explicit for every choice of $\rho$ satisfying the above hypotheses.

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Mihai N. Pascu, Ionel Popescu. 2015-07-18. Couplings of Brownian Motions of deterministic distance in model spaces of constant curvature. https://arxiv.org/abs/1507.05202

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