We prove that the mirror coupling is the unique maximal Markovian coupling of two Euclidean Brownian motions starting from single points and discuss the connection between the uniqueness of maximalMarkovian coupling o...We prove that the mirror coupling is the unique maximal Markovian coupling of two Euclidean Brownian motions starting from single points and discuss the connection between the uniqueness of maximalMarkovian coupling of Brownian motions and certain mass transportation problems.展开更多
基金This research was supported in part by the NSF grant DMS-010479 and a Simons Foundation Collaboration Grant for Mathematicians(Hsu)and by the SFB 611 at the University of Bonn(Sturm).
文摘We prove that the mirror coupling is the unique maximal Markovian coupling of two Euclidean Brownian motions starting from single points and discuss the connection between the uniqueness of maximalMarkovian coupling of Brownian motions and certain mass transportation problems.
