Maximal Coupling of Euclidean Brownian Motions
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s40304-013-0007-5.pdf
Reference14 articles.
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3. Gangbo, M., McCann, R.J.: The geometry of optimal transportation. Acta Math. 177, 113–161 (1996)
4. Goldstein, S.: Maximal coupling. Z. Wahrscheinlichkeitstheor. Verw. Geb. 46, 193–204 (1979)
5. Griffeath, D.: A maximal coupling for Markov chains. Z. Wahrscheinlichkeitstheor. Verw. Geb. 31, 94–106 (1975)
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