Title of article
Constructions of coupling processes for Lévy processes
Author/Authors
Bِttcher، نويسنده , , Bjِrn and Schilling، نويسنده , , René L. and Wang، نويسنده , , Jian، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
16
From page
1201
To page
1216
Abstract
We construct optimal Markov couplings of Lévy processes, whose Lévy (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.
Keywords
Coupling , Lévy process , Subordinate Brownian motion , Bernstein function
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578405
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