Optimal Markovian coupling for finite activity Lévy processes
From MaRDI portal
Publication:6589575
Recommendations
- Constructions of coupling processes for Lévy processes
- Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions
- On the coupling property of Lévy processes
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- Coupling and applications
Cites work
- scientific article; zbMATH DE number 3119649 (Why is no real title available?)
- scientific article; zbMATH DE number 2150787 (Why is no real title available?)
- scientific article; zbMATH DE number 837692 (Why is no real title available?)
- scientific article; zbMATH DE number 868156 (Why is no real title available?)
- scientific article; zbMATH DE number 1416816 (Why is no real title available?)
- scientific article; zbMATH DE number 3227572 (Why is no real title available?)
- A maximal coupling for Markov chains
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- An Introduction to the Theory of Point Processes
- An extension of watanabe's theorem of characterization of poisson processes over the positive real half line
- Coupling and convergence for Hamiltonian Monte Carlo
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Coupling and tracking of regime-switching martingales
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- Coupling, local times, immersions
- Duality theorems for marginal problems
- Efficient Markovian couplings: Examples and counterexamples.
- Eigenvalues, Inequalities, and Ergodic Theory
- Exact solutions to the transportation problem on the line
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
- Faithful couplings of Markov chains: Now equals forever
- Fastest Coupling of Random Walks
- Financial Modelling with Jump Processes
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
- Introduction to probability models
- MEXIT: maximal un-coupling times for stochastic processes
- Maximal coupling
- Maximal coupling of Euclidean Brownian motions
- Mean-field Langevin dynamics and energy landscape of neural networks
- Mirror and synchronous couplings of geometric Brownian motions
- Nonasymptotic bounds for sampling algorithms without log-concavity
- On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case
- On coupling of Markov chains
- Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube
- Optimal Transport
- Optimal coadapted coupling for a random walk on the hyper-complete graph
- Optimal markovian couplings and applications
- Probability with Martingales
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Quantitative contraction rates for Markov chains on general state spaces
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- Reflection couplings and contraction rates for diffusions
- Rigidity for Markovian maximal couplings of elliptic diffusions
- Strict Kantorovich contractions for Markov chains and Euler schemes with general noise
- The geometry of optimal transportation
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
This page was built for publication: Optimal Markovian coupling for finite activity Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6589575)