We report on four-wave mixing in coupled photonic crystal nano-cavities on a silicon-on-insulator platform. Three photonic wire cavities are side-coupled to obtain three modes equally separated in energy. The structure is designed to be self-filtering, and we show that the pump is rejected by almost two orders of magnitude. We study both the stimulated and the spontaneous four-wave mixing processes: owing to the small modal volume, we find that signal and idler photons are generated with a hundred-fold increase in efficiency as compared to silicon micro-ring resonators
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