Gradient formulas for jump processes on manifolds

DOI10.1214/21-EJP660MaRDI QIDQ2243900zbMATH OpenOpenAlexFDO

Authors Hirotaka Kai, Atsushi Takeuchi

Publication date 11 November 2021

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/21-ejp660

zbMATH Keywords

stochastic differential equations with jumpsintegration by parts formulasjump processes on manifolds

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Jump processes on general state spaces (60J76)

Recommendations

• Markov processes with jumps on manifolds and Lie groups
• Smoothness of the law of manifold-valued Markov processes with jumps
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• Isotropic Lévy processes on Riemannian manifolds.
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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
• scientific article; zbMATH DE number 909255 (Why is no real title available?)
• scientific article; zbMATH DE number 3194988 (Why is no real title available?)
• Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
• Formulae for the derivatives of heat semigroups
• Isotropic Lévy processes on Riemannian manifolds.
• Lévy flows on manifolds and Lévy processes on Lie groups
• Malliavin's stochastic calculus of variations for manifold-valued Wiener functionals and its applications
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Semi-Groups of Measures on Lie Groups
• Stochastic analysis on manifolds
• Stochastic calculus of variations for jump processes
• Stochastic differential equations of jump type on manifolds and Lévy flows
• Stochastic flows and jump-diffusions
• The Malliavin Calculus and Related Topics
• The Malliavin calculus for SDE with jumps and the partially hypoelliptic problem

Cited in

(4)

• Wasserstein distance on solutions to stochastic differential equations with jumps
• Long time behavior of jump-diffusion processes on Riemannian manifolds
• Jump processes as generalized gradient flows
• MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022

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