On the existence and explicit estimates for the coupling property of Lévy processes with drift

DOI10.1007/S10959-012-0463-YMaRDI QIDQ471534zbMATH OpenOpenAlexFDO

Authors Jian Wang

Publication date 17 November 2014

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-012-0463-y

zbMATH Keywords

coupling propertyLévy processesstochastic differential equationssubordinated Brownian motionstime-change method

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• Bernstein functions. Theory and applications
• Constructions of coupling processes for Lévy processes
• Coupling for Ornstein-Uhlenbeck processes with jumps
• Coupling property and gradient estimates of Lévy processes via the symbol
• Function spaces as Dirichlet spaces (about a paper by Maz'ya and Nagel)
• Gradient estimates for diffusion semigroups with singular coefficients
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 2237386 (Why is no real title available?)
• Lévy Processes and Stochastic Calculus
• On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
• On the coupling property of Lévy processes
• Pseudo differential operators and Markov processes. In 3 vol. Vol. 1: Fourier analysis and semigroups
• Regularity of semigroups generated by Lévy type operators via coupling
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Successful couplings for a class of stochastic differential equations driven by Lévy processes
• Theory of stochastic differential equations with jumps and applications.

Cited in

(6)

• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• Coupling property and gradient estimates of Lévy processes via the symbol
• On the coupling property of Lévy processes
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
• On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes

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