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- Kyoto UniversityJP5 papers
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math.PR2009
Non-explosion of diffusion processes on manifolds with time-dependent metric
Kazumasa Kuwada, Robert Philipowski
We study the problem of non-explosion of diffusion processes on a manifold with time-dependent Riemannian metric. In particular we obtain that Brownian motion cannot explode in fin…
math.PR2007
On uniqueness of maximal coupling for diffusion processes with a reflection
Kazumasa Kuwada
A maximal coupling of two diffusion processes makes two diffusion particles meet as early as possible. We study the uniqueness of maximal couplings under a sort of "reflection stru…