Coupling and strong Feller for jump processes on Banach spaces

DOI10.1016/J.SPA.2013.01.004MaRDI QIDQ1947595zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang, Jian Wang

Publication date 22 April 2013

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1111.3795

zbMATH Keywords

jump processeslinear stochastic differential equationsMarkov semigropusstrong Feller property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Abstract: By using lower bound conditions of the L'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical) L'evy processes on a Banach space. Unlike in the finite-dimensional case where these properties have also been confirmed for L'evy processes without drift, in the infinite-dimensional setting the appearance of a drift term is essential to ensure the quasi-invariance of the process by shifting the initial data. Gradient estimates and exponential convergence are also investigated. The main results are illustrated by specific models on the Wiener space and separable Hilbert spaces.

Review text

The authors discuss properties of linear stochastic differential equations driven by purely jump non-cylindrical Levy process on a Banach space endowed with a reference measure quasi-invariant under a reasonable class of shift transforms. The Markov semigroup related to this class of equations is investigated in the context of regularity properties including the coupling and Feller properties, gradient estimates and exponential convergence. Because of the infinite-dimensional setting a drift part is necessary to derive the considered properties. Theoretical results are illustrated by two simple examples in which the reference measure is assumed to be the Wiener measure on the Brownian path space and the Gaussian measure on a separable Hilbert space, respectively.

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Cited in

(8)

• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
• Gradient estimates and coupling property for semilinear SDEs driven by jump processes
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
• On the existence and explicit estimates for the coupling property of Lévy processes with drift
• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Stochastic dissipative systems in Banach spaces driven by Lévy noise

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