25 citations · 28 across the 2 of their papers we have counts for
2 papers
math.PR2010★ 3 cited
Constructions of Coupling Processes for Lévy Processes
Björn Böttcher, René L. Schilling, Jian Wang
We construct optimal Markov couplings of Lévy processes, whose Lévy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Br…
math.PR2010★ 25 cited
Feller Processes: The Next Generation in Modeling. Brownian Motion, Lévy Processes and Beyond
Björn Böttcher
We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space depend…