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SEMINARS |
Seminar on Probability Theory and Mathematical Statistics
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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. |