Gradient estimates for SDEs driven by multiplicative Lévy noise (Q499592): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(9 intermediate revisions by 8 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jfa.2015.09.007 / rank
Normal rank
 
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H10 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60G51 / rank
 
Normal rank
Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H07 / rank
 
Normal rank
Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6487673 / rank
 
Normal rank
Property / zbMATH Keywords
 
stochastic differential equations
Property / zbMATH Keywords: stochastic differential equations / rank
 
Normal rank
Property / zbMATH Keywords
 
multiplicative Lévy noise
Property / zbMATH Keywords: multiplicative Lévy noise / rank
 
Normal rank
Property / zbMATH Keywords
 
gradient estimates
Property / zbMATH Keywords: gradient estimates / rank
 
Normal rank
Property / zbMATH Keywords
 
derivative formula
Property / zbMATH Keywords: derivative formula / rank
 
Normal rank
Property / zbMATH Keywords
 
Malliavin calculus
Property / zbMATH Keywords: Malliavin calculus / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2124968262 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1301.4528 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic flows for Lévy processes with Hölder drifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dimension-independent Harnack inequalities for subordinated semigroups / rank
 
Normal rank
Property / cites work
 
Property / cites work: Degenerate Fokker-Planck equations: Bismut formula, gradient estimate and Harnack inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2772170 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4337939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4435813 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coupling property and gradient estimates of Lévy processes via the symbol / rank
 
Normal rank
Property / cites work
 
Property / cites work: Logarithmic Sobolev inequalities on noncompact Riemannian manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gradient estimate for Ornstein-Uhlenbeck jump processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack Inequalities for Stochastic Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration by parts formula and shift Harnack inequality for stochastic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack inequalities for stochastic equations driven by Lévy noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JFA.2015.09.007 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 19:31, 9 December 2024

scientific article
Language Label Description Also known as
English
Gradient estimates for SDEs driven by multiplicative Lévy noise
scientific article

    Statements

    Gradient estimates for SDEs driven by multiplicative Lévy noise (English)
    0 references
    0 references
    0 references
    0 references
    30 September 2015
    0 references
    stochastic differential equations
    0 references
    multiplicative Lévy noise
    0 references
    gradient estimates
    0 references
    derivative formula
    0 references
    Malliavin calculus
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references