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

Michael Cranston and Andreas Greven

Stochastic Processes and their Applications, 1995, vol. 60, issue 2, 261-286

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

Date: 1995
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