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math.PR2026
Optimal Couplings of Levy Processes in the Class of Immersion Couplings
Tau Shean Lim, Ray Shua Ooi
We study the optimal coupling problem for Levy processes on R^d with respect to the quadratic cost. For any two such processes with finite second moments, we prove that the optimal…
math.PR2025
On Optimal Markovian Couplings of Levy Processes
Wei Yang Kang, Tau Shean Lim
We study the optimal Markovian coupling problem for two Pi-valued Feller processes {X_t} and {Y_t}, which seeks a coupling process {(X_t, Y_t)} that minimizes the right derivative…