2000 character limit reached
Constructing Maximal Germ Couplings of Brownian Motions with Drift (2309.16922v1)
Published 29 Sep 2023 in math.PR
Abstract: Consider all the possible ways of coupling together two Brownian motions with the same starting position but with different drifts onto the same probability space. It is known that there exist couplings which make these processes agree for some random, positive, maximal initial length of time. Presently, we provide an explicit, elementary construction of such couplings.
Sponsor
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.