Constructions of Coupling Processes for Lévy Processes

Details Constructions of Coupling Processes for Lévy Processes Constructions of Coupling Processes for Lévy Processes

2010-09-28

arxiv.org/abs/1009.5511v2

Mathematics

Probability

16 pages

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Constructions of Coupling Processes for Lévy Processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Constructions of Coupling Processes for Lévy Processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Constructions of Coupling Processes for Lévy Processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-693527