19.07.2024, 10:15 - 11:30
– 2.28.0.108
SFB-Kolloquium
SFB Colloquium with Edriss Titi
Edriss Titi , University of Cambridge
Tania Kosenkova (Potsdam)
The notion of a coupling distance on a space of Lèvy measures is introduced.
It occured that if the Lèvy kernel is Lipschitz continuous in space variable in the coupling distance the martingale problem for a generator of a Lèvy-type process has a unique solution.
In terms of the coupling distance is given the explicit bound for the convergence rate of a sequence of step processes associated to a triangular array of Markov chains to a Lèvy-type process.