Existence and application of optimal Markovian coupling with respect to non-negative lower semi-continuous functions

DOI10.1007/S101140050019zbMath0966.60068OpenAlexW4245500671MaRDI QIDQ1578864

Shaoyi Zhang

Publication date: 6 August 2001

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101140050019

zbMATH Keywords

jump processMarkovian coupling

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items (4)

Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions ⋮ Unnamed Item ⋮ Asymptotic properties of nonlinear autoregressive Markov processes with state-dependent switching ⋮ Local conditions for the stochastic comparison of particle systems

Cites Work

• Optimal markovian couplings and applications
• The Existence of Probability Measures with Given Marginals
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