On the existence and explicit estimates for the coupling property of Lévy processes with drift
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Publication:471534
DOI10.1007/s10959-012-0463-yzbMath1301.60069OpenAlexW1981020427MaRDI QIDQ471534
Publication date: 17 November 2014
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-012-0463-y
Lévy processesstochastic differential equationscoupling propertysubordinated Brownian motionstime-change method
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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