Optimal Markovian coupling for finite activity Lévy processes
DOI10.3150/23-BEJ1696zbMATH Open1545.6009MaRDI QIDQ6589575FDOQ6589575
Authors: Wilfrid S. Kendall, Mateusz B. Majka, Aleksandar Mijatović 
Publication date: 20 August 2024
Published in: Bernoulli (Search for Journal in Brave)
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Wasserstein distancecontinuous-time random walkoptimal couplingmaximal couplingunimodal distributionMarkovian couplingimmersion couplingsimultaneous optimalityLévy processconcave transport costfinite activity Lévy process
Processes with independent increments; Lévy processes (60G51) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Numerical analysis or methods applied to Markov chains (65C40)
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