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Main Authors: Kang, Wei Yang, Lim, Tau Shean
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2509.23086
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author Kang, Wei Yang
Lim, Tau Shean
author_facet Kang, Wei Yang
Lim, Tau Shean
contents We study the optimal Markovian coupling problem for two Pi-valued Feller processes {X_t} and {Y_t}, which seeks a coupling process {(X_t, Y_t)} that minimizes the right derivative at t = 0 of the expected cost E^{(x,y)}[c(X_t, Y_t)], for all initial states (x,y) in Pi^2 and a given cost function c on Pi. This problem was first formulated and solved by Chen (1994) for drift-diffusion processes and later extended by Zhang (2000) to Markov processes with bounded jumps. In this work, we resolve the case of Levy processes under the quadratic cost c(x,y) = 1/2 |x - y|^2 by introducing a new formulation of the "Levy optimal transport problem" between Levy measures. We show that the resulting optimal coupling process {(X_t*, Y_t*)}_{t >= 0} satisfies a minimal growth property: for each t >= 0 and x,y in R^d, the expectation E^{(x,y)}|X_t* - Y_t*|^2 is minimized among all Feller couplings. A key feature of our approach is the development of a dual problem, expressed as a variational principle over test functions of the generators. We prove strong duality for this formulation, thereby closing the optimality gap. As a byproduct, we obtain a Wasserstein-type metric on the space of Levy generators and Levy measures with finite second moment, and establish several of its fundamental properties.
format Preprint
id arxiv_https___arxiv_org_abs_2509_23086
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On Optimal Markovian Couplings of Levy Processes
Kang, Wei Yang
Lim, Tau Shean
Probability
Functional Analysis
Optimization and Control
60G51, 49Q22
We study the optimal Markovian coupling problem for two Pi-valued Feller processes {X_t} and {Y_t}, which seeks a coupling process {(X_t, Y_t)} that minimizes the right derivative at t = 0 of the expected cost E^{(x,y)}[c(X_t, Y_t)], for all initial states (x,y) in Pi^2 and a given cost function c on Pi. This problem was first formulated and solved by Chen (1994) for drift-diffusion processes and later extended by Zhang (2000) to Markov processes with bounded jumps. In this work, we resolve the case of Levy processes under the quadratic cost c(x,y) = 1/2 |x - y|^2 by introducing a new formulation of the "Levy optimal transport problem" between Levy measures. We show that the resulting optimal coupling process {(X_t*, Y_t*)}_{t >= 0} satisfies a minimal growth property: for each t >= 0 and x,y in R^d, the expectation E^{(x,y)}|X_t* - Y_t*|^2 is minimized among all Feller couplings. A key feature of our approach is the development of a dual problem, expressed as a variational principle over test functions of the generators. We prove strong duality for this formulation, thereby closing the optimality gap. As a byproduct, we obtain a Wasserstein-type metric on the space of Levy generators and Levy measures with finite second moment, and establish several of its fundamental properties.
title On Optimal Markovian Couplings of Levy Processes
topic Probability
Functional Analysis
Optimization and Control
60G51, 49Q22
url https://arxiv.org/abs/2509.23086