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On Uniqueness of Maximal Coupling for Diffusion

✍ Scribed by Kazumasa Kuwada


Book ID
106436810
Publisher
Springer US
Year
2007
Tongue
English
Weight
573 KB
Volume
20
Category
Article
ISSN
0894-9840

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Let Y be a nonconstant Markov-Gaussian process with almost sure continuous sample functions. We show that with probability one the original process Y and the re ected process |Y | in each case attain their maximal value at precisely one point. Almost sure uniqueness of maximizers of stochastic proce