Coupling property and gradient estimates of Lévy processes via the symbol (Q1932221)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Coupling property and gradient estimates of Lévy processes via the symbol
scientific article

    Statements

    Coupling property and gradient estimates of Lévy processes via the symbol (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 January 2013
    0 references
    Based on the asymptotic behaviour of the symbol or the characteristic exponent near zero and infinity, respectively, the authors prove two main results: the coupling property for the transition semigroup of a Lévy process and gradient estimates for the associated semigroup of transition operators. Two examples are included to illustrate the optimality and the efficiency of these results.
    0 references
    Lévy process
    0 references
    subordinate Brownian motion
    0 references
    Bernstein function
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers