Coupling and strong Feller for jump processes on Banach spaces

DOI10.1016/J.SPA.2013.01.004zbMATH Open1271.60092arXiv1111.3795OpenAlexW2095459791MaRDI QIDQ1947595FDOQ1947595

Authors: Feng-Yu Wang, Jian Wang 

Publication date: 22 April 2013

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

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.

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

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zbMATH Keywords

strong Feller propertyjump processeslinear stochastic differential equationsMarkov semigropus

Mathematics Subject Classification ID

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

Cited In (5)

• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes

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