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)

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