On the Coupling Property of L\'{e}vy Processes
Probability
2015-05-19 v2
Abstract
We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process and earlier results by Mineka and Lindvall-Rogers on couplings of random walks. In particular, we obtain that a L\'{e}vy process admits a successful coupling, if it is a strong Feller process or if the L\'evy (jump) measure has an absolutely continuous component.
Cite
@article{arxiv.1006.5288,
title = {On the Coupling Property of L\'{e}vy Processes},
author = {René L. Schilling and Jian Wang},
journal= {arXiv preprint arXiv:1006.5288},
year = {2015}
}
Comments
14 pages