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Constructions of Coupling Processes for Lévy Processes

Published 28 Sep 2010 in math.PR | (1009.5511v2)

Abstract: We construct optimal Markov couplings of L\'{e}vy processes, whose L\'evy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by reflection.

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