On the coupling property of Lévy processes

DOI10.1214/10-AIHP400zbMath1268.60061arXiv1006.5288OpenAlexW3106348366MaRDI QIDQ1944673

Jian Wang, Rene L. Schilling

Publication date: 26 March 2013

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.5288

zbMATH Keywords

Lévy processesrandom walksstrong Feller propertycompound Poisson processescoupling propertyMineka coupling

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50)

Related Items (18)

\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes ⋮ Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes ⋮ Coupling property and gradient estimates of Lévy processes via the symbol ⋮ On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances ⋮ Coupling methods and exponential ergodicity for two‐factor affine processes ⋮ Successful couplings for a class of stochastic differential equations driven by Lévy processes ⋮ Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity ⋮ On the existence and explicit estimates for the coupling property of Lévy processes with drift ⋮ On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes ⋮ Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes ⋮ Harnack inequalities for stochastic equations driven by Lévy noise ⋮ Gradient estimates and coupling property for semilinear SDEs driven by jump processes ⋮ Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises ⋮ A unified approach to coupling SDEs driven by Lévy noise and some applications ⋮ A characterization of the finiteness of perpetual integrals of Lévy processes ⋮ Derivative formula and coupling property for linear SDEs driven by Lévy processes ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity ⋮ Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Shift-coupling in continuous time
• A condition for the equivalence of coupling and shift coupling.
• Coupling and harmonic functions in the case of continuous time Markov processes
• Potential Theory of Lévy Processes
• Eigenvalues, Inequalities, and Ergodic Theory
• On coupling of random walks and renewal processes
• A criterion for tail events for sums of independent random variables

This page was built for publication: On the coupling property of Lévy processes