Successful couplings for a class of stochastic differential equations driven by Lévy processes

被引：0
作者：
HuoNan Lin
Jian Wang
机构：
[1] Fujian Normal University,School of Mathematics and Computer Science
来源：
Science China Mathematics | 2012年 / 55卷
关键词：
stochastic differential equations; Lévy processes; coupling property; coupling operator; Liouville theorem; 60J25; 60J75;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
By constructing proper coupling operators for the integro-differential type Markov generator, we establish the existence of a successful coupling for a class of stochastic differential equations driven by Lévy processes. Our result implies a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying Markov semigroups, and it is sharp for Ornstein-Uhlenbeck processes driven by α-stable Lévy processes.
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页码：1735 / 1748
页数：13
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