Couplings of Brownian Motions of deterministic distance in model spaces of constant curvature (1507.05202v2)

Published 18 Jul 2015 in math.PR

Abstract: We consider the model space of constant curvature in dimension n and characterize all co-adapted couplings of Brownian motions on this space for which the distance between the processes is deterministic. In addition, the construction of the coupling is explicit for every choice of $\rho$ satisfying the above hypotheses.

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