Optimal Markovian coupling for finite activity Lévy processes (Q6589575)
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scientific article; zbMATH DE number 7898701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Markovian coupling for finite activity Lévy processes |
scientific article; zbMATH DE number 7898701 |
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Optimal Markovian coupling for finite activity Lévy processes (English)
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20 August 2024
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concave transport cost
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continuous-time random walk
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finite activity Lévy process
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immersion coupling
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Lévy process
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Markovian coupling
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maximal coupling
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optimal coupling
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simultaneous optimality
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unimodal distribution
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Wasserstein distance
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