Abstract: We give necessary and sufficient conditions guaranteeing that the coupling for L'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process and earlier results by Mineka and Lindvall-Rogers on couplings of random walks. In particular, we obtain that a L'{e}vy process admits a successful coupling, if it is a strong Feller process or if the L'evy (jump) measure has an absolutely continuous component.
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(34)- Convergence to equilibrium for time-inhomogeneous jump diffusions with state-dependent jump intensity
- Coupling of Wiener processes by using copulas
- Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
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- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
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