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Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000499832> ?p ?o ?g. }

• W2000499832 abstract "It is shown how to construct a successful co-adapted coupling of two copies of an n-dimensional Brownian motion (B1, …, Bn) while simultaneously coupling all corresponding copies of Lévy stochastic areas ∫Bi dBj−∫Bj dBi. It is conjectured that successful co-adapted couplings still exist when the Lévy stochastic areas are replaced by a finite set of multiply iterated path- and time-integrals, subject to algebraic compatibility of the initial conditions." @default.
• W2000499832 created "2016-06-24" @default.
• W2000499832 creator A5002806054 @default.
• W2000499832 date "2007-05-01" @default.
• W2000499832 modified "2023-09-27" @default.
• W2000499832 title "Coupling all the Lévy stochastic areas of multidimensional Brownian motion" @default.
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• W2000499832 doi "https://doi.org/10.1214/009117906000001196" @default.
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