Böttcher, Björn; Schilling, René L.; Wang, Jian - In: Stochastic Processes and their Applications 121 (2011) 6, pp. 1201-1216
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 the coupling of Brownian motions by reflection.
