Jacka, Saul D.; Mijatović, Aleksandar; Širaj, Dejan - In: Stochastic Processes and their Applications 124 (2014) 2, pp. 1055-1069
The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a characterisation of the optimality of the two couplings over any...
