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Characterization of maximal Markovian couplings for diffusion processes

   
@article{EJP634,
	author = {Kazumasa Kuwada},
	title = {Characterization of maximal Markovian couplings for diffusion processes},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {14},
	year = {2009},
	keywords = {Maximal coupling, Markovian coupling, diffusion process, Markov chain},
	abstract = {Necessary conditions for the existence of a maximal Markovian coupling of diffusion processes are studied. A sufficient condition described as a global symmetry of the processes is revealed to be necessary for the Brownian motion on a Riemannian homogeneous space. As a result, we find many examples of a diffusion process which admits no maximal Markovian coupling. As an application, we find a Markov chain which admits no maximal Markovian coupling for specified starting points.},
	pages = {no. 25, 633-662},
	issn = {1083-6489},
	doi = {10.1214/EJP.v14-634},    
        url = {http://ejp.ejpecp.org/article/view/634}}