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Seminar on Probability Theory and Mathematical Statistics
May 24, 2019 18:00–20:00, St. Petersburg, PDMI, room 311 (nab. r. Fontanki, 27)
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Coupling of jump processes: Path-by-Path and Coupling Operators
Rene Schilling |
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Abstract:
In the first half of our talk we review coupling and some of its
applications for Lévy processes. In the second half we discuss possible
extensions to Lévy-driven SDEs. The second part uses so-called coupling
operators.
Joint work with Jian Wang, Fujian.
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