On the coupling property of Lévy processes (Q1944673)
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English | On the coupling property of Lévy processes |
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On the coupling property of Lévy processes (English)
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26 March 2013
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The aim of this paper is to study the coupling property of Lévy processes using explicit conditions on Lévy measures. The work is mainly motivated by the paper of \textit{F.-Y. Wang} [Bernoulli 17, No. 4, 1136--1158 (2011; Zbl 1238.60090)] which studies the coupling property of Ornstein-Uhlenbeck processes; however, the technique in the present paper is completely different. An explicit expression of the compound Poisson semigroup is used and combined with the Mineka and Lindvall-Rogers couplings for random walks. It is proved, in particular, that a Lévy process admits a successful coupling, if it is a strong Feller process or if the Lévy jump measure has an absolutely continuous component.
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coupling property
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Lévy processes
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compound Poisson processes
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random walks
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Mineka coupling
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strong Feller property
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