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Constructions of Coupling Processes for Lévy Processes
Coupling Lévy process subordinate Brownian motion Bernstein func-tion
2010/12/14
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 Brownian motions and t...
Optimal coupling for mean field limits
Mean field limits transportation inequalities concentration inequalities optimal coupling
2010/12/9
We review recent quantitative results on the approximation of mean field dif-fusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a l...