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Coupling of Brownian motions in Banach spaces
Elisabetta Candellero, Wilfrid S. Kendall · 2017-05-23 · via math.PR updates on arXiv.org

Consider a separable Banach space $ \mathcal{W}$ supporting a non-trivial Gaussian measure $μ$. The following is an immediate consequence of the theory of Gaussian measure on Banach spaces: there exist (almost surely) successful couplings of two $\mathcal{W}$-valued Brownian motions $ \mathbf{B}$ and $\widetilde{\mathbf{B}}$ begun at starting points $\mathbf{B}(0)$ and $\widetilde{\mathbf{B}}(0)$ if and only if the difference $\mathbf{B}(0)-\widetilde{\mathbf{B}}(0)$ of their initial positions belongs to the Cameron-Martin space $\mathcal{H}_μ $ of $\mathcal{W}$ corresponding to $μ$. For more general starting points, can there be a "coupling at time $\infty$", such that almost surely $\|\mathbf{B}(t)-\widetilde{\mathbf{B}}(t)\|_{\mathcal{W}} \to 0$ as $t\to\infty$? Such couplings exist if there exists a Schauder basis of $ \mathcal{W}$ which is also a $\mathcal{H}_μ $-orthonormal basis of $\mathcal{H}_μ $. We propose (and discuss some partial answers to) the question, to what extent can one express the probabilistic Banach space property "Brownian coupling at time $\infty$ is always possible" purely in terms of Banach space geometry?