Successful couplings for a class of stochastic differential equations driven by Lévy processes
type: Item
instance of: scholarly article
title: Successful couplings for a class of stochastic differential equations driven by Lévy processes
zbMATH Open document ID: 1274.60241
author: Jian Wang
author: Huonan Lin
published in: Science China. Mathematics
publication date: 2013-01-28T00:00:00Z
review text: The authors consider a class of SDEs driven by Lévy processes. ``By constructing proper coupling operators for the integro-differential type Markov generator'', they prove the existence of a successful coupling for the processes under consideration. Applications include a result on ergodicity as well as the proof of a ``new Liouville theorem for space-time bounded harmonic functions with respect to the underlying Markov semigroups''. This result ``is sharp for Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes''.
reviewed by: Alexander Schnurr
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6131115
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: Lévy processes
zbMATH Keywords: coupling property
zbMATH Keywords: coupling operator
zbMATH Keywords: Liouville theorem
zbMATH Keywords: ergodicity
MaRDI profile type: Publication
full work available at URL: s11425-012-4387-x
OpenAlex ID: W2114223803
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DOI: 10.1007/S11425-012-4387-X
description: scientific article; zbMATH DE number 6131115