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arXiv:1009.5511 [math.PR]AbstractReferencesReviewsResources

Constructions of Coupling Processes for Lévy Processes

Björn Böttcher, René L. Schilling, Jian Wang

Published 2010-09-28, updated 2011-05-15Version 2

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.

Comments: 16 pages
Categories: math.PR
Subjects: 60G51, 60G52, 60J25, 60J75
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