{
  "id": "1009.5511",
  "version": "v2",
  "published": "2010-09-28T09:59:18.000Z",
  "updated": "2011-05-15T18:07:11.000Z",
  "title": "Constructions of Coupling Processes for Lévy Processes",
  "authors": [
    "Björn Böttcher",
    "René L. Schilling",
    "Jian Wang"
  ],
  "comment": "16 pages",
  "categories": [
    "math.PR"
  ],
  "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2011-05-15T18:07:11.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G51",
      "60G52",
      "60J25",
      "60J75"
    ],
    "keywords": [
      "lévy processes",
      "coupling processes",
      "construction",
      "construct optimal markov couplings",
      "subordinate brownian motions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 16,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1009.5511B"
    }
  }
}