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Constructions of coupling processes for Lévy processes

descriptionPublicationkeyboard_double_arrow_right Article , Preprint 01 Jun 2011Embargo end date: 01 Jan 2010 English Publisher:Elsevier BVJournal:Stochastic Processes and their Applications, volume 121, pages 1,201-1,216 (issn: 0304-4149, Copyright policy )
Authors: Böttcher, Björn; Schilling, René L.; Wang, Jian;

doi: 10.1016/j.spa.2011.02.007 , 10.48550/arxiv.1009.5511

arXiv: 1009.5511

Constructions of coupling processes for Lévy processes

Abstract

We construct optimal Markov couplings of L��vy processes, whose L��vy (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.

16 pages

Related Organizations
Keywords

Statistics and Probability, Lévy process, Applied Mathematics, Probability (math.PR), Subordinate Brownian motion, subordinate Brownian motion, Processes with independent increments; Lévy processes, 60G51, 60G52, 60J25, 60J75, Coupling, Stable stochastic processes, Modelling and Simulation, FOS: Mathematics, Continuous-time Markov processes on general state spaces, Jump processes, Mathematics - Probability, Bernstein function

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
21
Top 10%
Top 10%
Top 10%
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