Coupling for Ornstein-Uhlenbeck processes with jumps
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Publication:654400
DOI10.3150/10-BEJ308zbMath1238.60090arXiv1002.2890OpenAlexW2150345663MaRDI QIDQ654400
Publication date: 28 December 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.2890
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)
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