A unified approach to coupling SDEs driven by Lévy noise and some applications
From MaRDI portal
Publication:2278676
DOI10.3150/19-BEJ1148zbMath1465.60039arXiv1811.08477MaRDI QIDQ2278676
Jian Wang, Mingjie Liang, Rene L. Schilling
Publication date: 5 December 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.08477
Lévy processcoupling by reflectionoptimal couplingmultiplicative Lévy noisecoupling operatoradditive Lévy noiserefined basic couplingsuccessful coupling
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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