Gradient estimates and coupling property for semilinear SDEs driven by jump processes

DOI10.1007/S11425-014-4836-9zbMath1315.60072OpenAlexW2066236843MaRDI QIDQ2018932

Yulin Song

Publication date: 26 March 2015

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-014-4836-9

zbMATH Keywords

Lévy processesMalliavin calculusjump processesBismut formulagradient estimatescoupling propertysemilinear stochastic differential equations

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

Regularity for distribution-dependent SDEs driven by jump processes ⋮ Bismut formula for Lions derivative of distribution-path dependent SDEs ⋮ Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes ⋮ Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes ⋮ Gradient estimates and exponential ergodicity for mean-field SDEs with jumps ⋮ Derivative formula and coupling property for linear SDEs driven by Lévy processes

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