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arXiv · 1009.5511

Constructions of Coupling Processes for L\'evy Processes

Björn Böttcher·René L. Schilling·Jian Wang
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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.

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Björn Böttcher, René L. Schilling, Jian Wang. 2010-09-28. Constructions of Coupling Processes for L\'evy Processes. https://arxiv.org/abs/1009.5511

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