Consider a separable Banach space W supporting a non-trivial Gaussian measure μ. The following is an immediate consequence of the theory of Gaussian measure on Banach spaces: there exist (almost surely) successful couplings of two W-valued Brownian motions B and B˜ begun at starting points B(0) and B˜(0) if and only if the difference B(0)−B˜(0) of their initial positions belongs to the Cameron-Martin space Hμ of W corresponding to μ. For more general starting points, can there be a “coupling at time ∞”, such that almost surely ∥B(t)−B˜(t)∥W→0 as t→∞? Such couplings exist if there exists a Schauder basis of W which is also a Hμ-orthonormal basis of Hμ. We propose (and discuss some partial answers to) the question, to what extent can one expr...
We observe that the probability distribution of the Brownian motion with drift −cx/(1−t) where c≠1 i...
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffus...
Probability theory plays a crucial role in the study of the geometry of Banach spaces. In the liter...
Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities...
This paper describes two explicit couplings of standard Brownian motions BB and VV, which naturally ...
Two random processes X and Y on a metric space are said to be ε-shy coupled if there is positive pr...
We show how to build an immersion coupling of a two-dimensional Brownian motion (W1,W2) along with (...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Lévy st...
We study when a given Gaussian random variable on a given probability space $\left( \Omega , {\cal{F...
Let T:M→MT:M→M be a nonuniformly expanding dynamical system, such as logistic or intermittent map...
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions ...
This paper answers a question of Émery [In Séminaire de Probabilités XLII (2009) 383–396 Springer] b...
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of ...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(...
We observe that the probability distribution of the Brownian motion with drift −cx/(1−t) where c≠1 i...
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffus...
Probability theory plays a crucial role in the study of the geometry of Banach spaces. In the liter...
Maximal couplings are (probabilistic) couplings of Markov processes such that the tail probabilities...
This paper describes two explicit couplings of standard Brownian motions BB and VV, which naturally ...
Two random processes X and Y on a metric space are said to be ε-shy coupled if there is positive pr...
We show how to build an immersion coupling of a two-dimensional Brownian motion (W1,W2) along with (...
A Riemannian manifold has the Brownian coupling property if two Brownian motions can be constructed ...
We exhibit some explicit co-adapted couplings for n-dimensional Brownian motion and all its Lévy st...
We study when a given Gaussian random variable on a given probability space $\left( \Omega , {\cal{F...
Let T:M→MT:M→M be a nonuniformly expanding dynamical system, such as logistic or intermittent map...
The well-known reflection coupling gives a maximal coupling of two one-dimensional Brownian motions ...
This paper answers a question of Émery [In Séminaire de Probabilités XLII (2009) 383–396 Springer] b...
Starting from the hyperbolic Brownian motion as a time-changed Brownian motion, we explore a set of ...
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(...
We observe that the probability distribution of the Brownian motion with drift −cx/(1−t) where c≠1 i...
This is a case study concerning the rate at which probabilistic coupling occurs for nilpotent diffus...
Probability theory plays a crucial role in the study of the geometry of Banach spaces. In the liter...