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Couplings of Brownian Motions of Deterministic Distance in Model Spaces of Constant Curvature

Author

Listed:
  • Mihai N. Pascu

    (Faculty of Mathematics and Computer Science)

  • Ionel Popescu

    (Georgia Institute of Technology
    FMI
    IMAR)

Abstract

We consider the model space $$\mathbb {M}^{n}_{K}$$ M K n of constant curvature K and dimension $$n\ge 1$$ n ≥ 1 (Euclidean space for $$K=0$$ K = 0 , sphere for $$K>0$$ K > 0 and hyperbolic space for $$K

Suggested Citation

  • Mihai N. Pascu & Ionel Popescu, 2018. "Couplings of Brownian Motions of Deterministic Distance in Model Spaces of Constant Curvature," Journal of Theoretical Probability, Springer, vol. 31(4), pages 2005-2031, December.
    • Handle: RePEc:spr:jotpro:v:31:y:2018:i:4:d:10.1007_s10959-017-0781-1
    DOI: 10.1007/s10959-017-0781-1
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    References listed on IDEAS

    as
    1. Pascu, Mihai N. & Popescu, Ionel, 2016. "Shy and fixed-distance couplings of Brownian motions on manifolds," Stochastic Processes and their Applications, Elsevier, vol. 126(2), pages 628-650.
    2. David R. Brillinger, 1997. "A Particle Migrating Randomly on a Sphere," Journal of Theoretical Probability, Springer, vol. 10(2), pages 429-443, April.
    Full references (including those not matched with items on IDEAS)

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