Constructions of Coupling Processes for L\'evy Processes
Probability
2011-05-17 v2
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.
Cite
@article{arxiv.1009.5511,
title = {Constructions of Coupling Processes for L\'evy Processes},
author = {Björn Böttcher and René L. Schilling and Jian Wang},
journal= {arXiv preprint arXiv:1009.5511},
year = {2011}
}
Comments
16 pages