Coupling Polynomial Stratonovich Integrals: the two-dimensional Brownian case

Sayan Banerjee, Wilfrid S. Kendall

We show how to build an immersion coupling of a two-dimensional Brownian motion $(W_1,W_2)$ along with $\left(\genfrac{}{}{0ex}{}{n}{2}\right)+n=\frac{1}{2}n(n+1)$ integrals of the form $\int W_1^iW_2^j \c…