| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155972 | Stochastic Processes and their Applications | 2011 | 16 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Björn Böttcher, René L. Schilling, Jian Wang,