Constructions of coupling processes for Lévy processes

DOI10.1016/j.spa.2011.02.007zbMath1217.60035arXiv1009.5511OpenAlexW2090104569MaRDI QIDQ544515

Björn Böttcher, Jian Wang, Rene L. Schilling

Publication date: 15 June 2011

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

Full work available at URL: https://arxiv.org/abs/1009.5511

zbMATH Keywords

Lévy processsubordinate Brownian motionBernstein function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

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\(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes, Heat kernel estimates for general symmetric pure jump Dirichlet forms, Gradient estimates of \(q\)-harmonic functions of fractional Schrödinger operator, Coupling by reflection and Hölder regularity for non-local operators of variable order, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, Coupling property and gradient estimates of Lévy processes via the symbol, Coupling methods and exponential ergodicity for two‐factor affine processes, Successful couplings for a class of stochastic differential equations driven by Lévy processes, On the existence and explicit estimates for the coupling property of Lévy processes with drift, On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes, Implementable coupling of Lévy process and Brownian motion, Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes, Harnack inequalities for stochastic equations driven by Lévy noise, Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises, Corrigendum to ``Constructions of coupling processes for Lévy processes, A unified approach to coupling SDEs driven by Lévy noise and some applications, Subgeometric rates of convergence for Markov processes under subordination, Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity

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