Constructions of Coupling Processes for L\'evy Processes
classification
🧮 math.PR
keywords
processesbrowniancouplingmotionsabsolutelycomponentconstructconstruction
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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.
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