A counterexample for the optimality of Kendall-Cranston coupling

Kazumasa Kuwada (Ochanomizu University)
Karl-Theodor Sturm (Institute for applied mathematics, University of Bonn)


We construct a Riemannian manifold where the Kendall-Cranston coupling of two Brownian particle does not maximize the coupling probability.

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Pages: 66-72

Publication Date: April 3, 2007

DOI: 10.1214/ECP.v12-1160


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