Constructions of coupling processes for Lévy processes
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Publication:544515
Abstract: We construct optimal Markov couplings of L'{e}vy processes, whose L'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by reflection.
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Cited in
(25)- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Coupling property and gradient estimates of Lévy processes via the symbol
- Successful couplings for a class of stochastic differential equations driven by Lévy processes
- On the coupling property of Lévy processes
- Implementable coupling of Lévy process and Brownian motion
- Harnack inequalities for stochastic equations driven by Lévy noise
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- Gradient estimates of \(q\)-harmonic functions of fractional Schrödinger operator
- Coupling of Wiener processes by using copulas
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- scientific article; zbMATH DE number 721733 (Why is no real title available?)
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- Constructing maximal germ couplings of Brownian motions with drift
- Corrigendum to ``Constructions of coupling processes for Lévy processes
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