Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions (Q1578864)

For a given pair of Markov processes with continuous time, there are infinitely many choices of Markovian couplings. A natural question arises: Does there exist an optimal one? Then, in what sense of optimality we should work on? To this, the reviewer has introduced an optimality notion with respect to the distance functions. The author extends the notion by using non-negative semi-continuous functions instead of the distance functions. This is motivated from the study on Markovian coupling for the order-preserving property. The last problem has been opened for quite a long time and is completely solved in this paper for Markov jump processes. The result is somehow surprising since the corresponding one does not hold for diffusion processes. It thus illustrates once again the value of the study on optimal Markovian couplings.