Coupling property and gradient estimates of Lévy processes via the symbol

DOI10.3150/11-BEJ375zbMath1263.60045arXiv1011.1067MaRDI QIDQ1932221

Jian Wang, Paweł Sztonyk, Rene L. Schilling

Publication date: 17 January 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.1067

zbMATH Keywords

Lévy process subordinate Brownian motion Bernstein function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Related Items

Estimates of heat kernels of non-symmetric Lévy processes, On fractional and nonlocal parabolic mean field games in the whole space, $L^{p}$-Wasserstein distance for stochastic differential equations driven by Lévy processes, Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes, Gradient estimates of harmonic functions and transition densities for Lévy processes, A probabilistic proof of Schoenberg's theorem, Davie's type uniqueness for a class of SDEs with jumps, Boundary Harnack principle and gradient estimates for fractional Laplacian perturbed by non-local operators, Coupling by reflection and Hölder regularity for non-local operators of variable order, Regularity for semigroups of Ornstein-Uhlenbeck processes, Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators, Small-time sharp bounds for kernels of convolution semigroups, Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes, Coupling methods and exponential ergodicity for two‐factor affine processes, Successful couplings for a class of stochastic differential equations driven by Lévy processes, Intrinsic ultracontractivity for general Lévy processes on bounded open sets, Schauder estimates for equations associated with Lévy generators, Compactness of semigroups generated by symmetric non-local Dirichlet forms with unbounded coefficients, Estimates of densities for Lévy processes with lower intensity of large jumps, Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients, Lévy processes: concentration function and heat kernel bounds, A simple method for the existence of a density for stochastic evolutions with rough coefficients, On the existence and explicit estimates for the coupling property of Lévy processes with drift, Smooth properties for semigroups of Lévy processes and their application, Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates, On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes, Gradient estimates for SDEs driven by multiplicative Lévy noise, Gradient estimates for the fundamental solution of Lévy type operator, Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes, Isoperimetric inequalities for non-local Dirichlet forms, Harnack inequalities for stochastic equations driven by Lévy noise, Periodic homogenization of a Lévy-type process with small jumps, Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs, A unified approach to coupling SDEs driven by Lévy noise and some applications, Non-elliptic SPDEs and Ambit Fields: Existence of Densities, Strong Feller property for SDEs driven by multiplicative cylindrical stable noise, Approximation of heavy-tailed distributions via stable-driven SDEs, Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps, Heat kernel of anisotropic nonlocal operators, Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling, Subgeometric rates of convergence for Markov processes under subordination, Nonlocal elliptic equation in Hölder space and the martingale problem, Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity, Feller generators with measurable lower order terms, Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition, Convolution inequalities for Besov and Triebel–Lizorkin spaces, and applications to convolution semigroups, Harnack inequalities for SDEs driven by cylindrical $\alpha$-stable processes, Estimates of transition densities and their derivatives for jump Lévy processes, Interior Schauder estimates for elliptic equations associated with Lévy operators

Cites Work