Constructions of coupling processes for Lévy processes

DOI10.1016/j.spa.2011.02.007zbMath1217.60035arXiv1009.5511MaRDI QIDQ544515

Rene L. Schilling, Jian Wang, Björn Böttcher

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.5511

zbMATH Keywords

Lévy process; subordinate Brownian motion; Bernstein function

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J25: Continuous-time Markov processes on general state spaces

60G52: Stable stochastic processes