The paper constructs intertwining duals and Lambda-linked couplings for n-dimensional characteristic diffusions, recovering the one-dimensional Pitman 2M-W theorem as a special case.
Stochastic differential equations and applications
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2019 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
$\Lambda$-linked coupling for drifting Brownian motions
The paper constructs intertwining duals and Lambda-linked couplings for n-dimensional characteristic diffusions, recovering the one-dimensional Pitman 2M-W theorem as a special case.