Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes (Q2345894)
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Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes (English)
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21 May 2015
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In this paper, the authors consider the stochastic differential equation \[ X_t = x+\int_0^t b(X_s)\,ds + \int_0^t dL_s, \] where \(L_t\) is a Lévy process. Their aim is to establish Harnack inequalities for this SDE.
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stochastic differential equation
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Harnack inequalities
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gradient estimate
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cylindrical \(\alpha\)-stable process
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Lévy process
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coupling method
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0.7908071875572205
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0.7884802222251892
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0.7826763987541199
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0.7824676036834717
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0.7815141677856445
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