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Coupling and harmonic functions in the case of continuous time Markov processes

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  • Cranston, Michael
  • Greven, Andreas

Abstract

Consider two transient Markov processes (Xvt)t[epsilon]R·, (X[mu]t)t[epsilon]R· with the same transition semigroup and initial distributions v and [mu]. The probability spaces supporting the processes each are also assumed to support an exponentially distributed random variable independent of the process. We show that there exist (randomized) stopping times S for (Xvt), T for (X[mu]t) with common final distribution, L(XvSS

Suggested Citation

  • Cranston, Michael & Greven, Andreas, 1995. "Coupling and harmonic functions in the case of continuous time Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 60(2), pages 261-286, December.
    • Handle: RePEc:eee:spapps:v:60:y:1995:i:2:p:261-286
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    Cited by:

    1. Zhiyuan Liu & Hang Yu & Rui Liu & Meng Wang & Chaoen Li, 2020. "Configuration Optimization Model for Data-Center-Park-Integrated Energy Systems under Economic, Reliability, and Environmental Considerations," Energies, MDPI, vol. 13(2), pages 1-22, January.
    2. Wang, Feng-Yu, 0. "Liouville theorem and coupling on negatively curved Riemannian manifolds," Stochastic Processes and their Applications, Elsevier, vol. 100(1-2), pages 27-39, July.
    3. Wang, Feng-Yu & Wang, Jian, 2013. "Coupling and strong Feller for jump processes on Banach spaces," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1588-1615.

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