Coupling property and gradient estimates of Lévy processes via the symbol

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

  • René L. Schilling - , Chair of Probability Theory (Author)
  • Paweł Sztonyk - , Wrocław University of Science and Technology (Author)
  • Jian Wang - , Fujian Normal University, TUD Dresden University of Technology (Author)

Abstract

We derive explicitly the coupling property for the transition semigroup of a Lévy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the characteristic exponent near zero and infinity, respectively. Our results can be applied to a large class of Lévy processes, including stable Lévy processes, layered stable processes, tempered stable processes and relativistic stable processes.

Details

Original languageEnglish
Pages (from-to)1128-1149
Number of pages22
JournalBernoulli
Volume18
Issue number4
Publication statusPublished - Nov 2012
Peer-reviewedYes

Keywords

ASJC Scopus subject areas

Keywords

  • Coupling, Gradient estimates, Lévy process, Symbol