Gradient estimates and coupling property for semilinear SDEs driven by jump processes
DOI10.1007/S11425-014-4836-9zbMATH Open1315.60072OpenAlexW2066236843MaRDI QIDQ2018932FDOQ2018932
Publication date: 26 March 2015
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4836-9
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Malliavin calculus[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+processes&go=Go L��vy processes]gradient estimatesjump processesBismut formulacoupling propertysemilinear stochastic differential equations
Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
- Formulae for the derivatives of heat semigroups
- Coupling and harmonic functions in the case of continuous time Markov processes
- On the coupling property of Lévy processes
- Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
- On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- Densities for Ornstein-Uhlenbeck processes with jumps
- Gradient estimate for Ornstein-Uhlenbeck jump processes
- Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
- Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
- On estimation of the logarithmic Sobolev constant and gradient estimates of heat semigroups
- Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
- The Malliavin calculus for pure jump processes and applications to local time
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- Title not available (Why is that?)
- Coupling and Applications
Cited In (8)
- Regularity for distribution-dependent SDEs driven by jump processes
- Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
- Bismut formula for Lions derivative of distribution-path dependent SDEs
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Jump processes as generalized gradient flows
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
- Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
- Derivative formula and coupling property for linear SDEs driven by Lévy processes
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