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
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
Journal title :
Stochastic Processes and their Applications
