{
  "id": "math/0701372",
  "version": "v1",
  "published": "2007-01-13T06:40:29.000Z",
  "updated": "2007-01-13T06:40:29.000Z",
  "title": "On uniqueness of maximal coupling for diffusion processes with a reflection",
  "authors": [
    "Kazumasa Kuwada"
  ],
  "comment": "23 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "A maximal coupling of two diffusion processes makes two diffusion particles meet as early as possible. We study the uniqueness of maximal couplings under a sort of \"reflection structure\" which ensures the existence of such couplings. In this framework, the uniqueness in the class of Markovian couplings holds for the Brownian motion on a Riemannian manifold whereas it fails in more singular cases. We also prove that a Kendall-Cranston coupling is maximal under the reflection structure.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-01-13T06:40:29.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "58J65"
    ],
    "keywords": [
      "diffusion processes",
      "maximal coupling",
      "uniqueness",
      "reflection structure",
      "diffusion particles meet"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 23,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007math......1372K"
    }
  }
}