Constructions of coupling processes for Lévy processes |
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| Authors: | Björn Böttcher |
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| Institution: | a School of Mathematics and Computer Science, Fujian Normal University, 350007, Fuzhou, PR Chinab TU Dresden, Institut für Mathematische Stochastik, 01062 Dresden, Germany |
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| 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. |
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| Keywords: | 60G51 60G52 60J25 60J75 |
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