On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes (Q2471029)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5236316
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 5236316 |
Statements
On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes (English)
0 references
18 February 2008
0 references
Consider the \(\alpha \)-stable Ornstein-Uhlenbeck process in \(\mathbb{R}^{d}\) with generator \(L=\Delta ^{\alpha /2}-\lambda x\cdot \nabla_{x}\). The author shows that if \(1\leq \alpha <2\) or \(\alpha <1=d\), then the Harnack inequality holds. A counterexample is constructed for \(\alpha <1<d\) to show that the Harnack inequality does not hold in this case.
0 references
alpha-stable Ornstein-Uhlenbeck process
0 references
Harnack inequality
0 references
0 references
0 references
0.93315303
0 references
0.9323032
0 references
0.9186701
0 references
0.9165971
0 references
0.9063578
0 references
0.9037175
0 references
0.90246016
0 references
0.9023659
0 references
0.90229845
0 references