Coupling and harmonic functions in the case of continuous time Markov processes

DOI10.1016/0304-4149(95)00055-0zbMath0845.60075OpenAlexW2064731854MaRDI QIDQ1910899

Andreas Greven, Michael Craig Cranston

Publication date: 2 September 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00055-0

zbMATH Keywords

potentialdiffusionharmonic functionMarkov processcoupling

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Probabilistic potential theory (60J45) Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (13)

A condition for the equivalence of coupling and shift coupling. ⋮ Derivative formulas and Poincaré inequality for Kohn-Laplacian type semigroups ⋮ A Harnack-type inequality for non-symmetric Markov semigroups ⋮ Successful couplings for a class of stochastic differential equations driven by Lévy processes ⋮ On the coupling property of Lévy processes ⋮ On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes ⋮ Decompositions of Diffusion Operators and Related Couplings ⋮ Coupling for Ornstein-Uhlenbeck processes with jumps ⋮ Liouville theorem and coupling on negatively curved Riemannian manifolds. ⋮ Gradient estimates for diffusion semigroups with singular coefficients ⋮ Gradient estimates and coupling property for semilinear SDEs driven by jump processes ⋮ Coupling, convergence rates of Markov processes and weak Poincaré inequalities ⋮ Derivative formula and coupling property for linear SDEs driven by Lévy processes

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