Gradient estimates and coupling property for semilinear SDEs driven by jump processes

DOI10.1007/S11425-014-4836-9zbMATH Open1315.60072OpenAlexW2066236843MaRDI QIDQ2018932FDOQ2018932

Authors: Yulin Song 

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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zbMATH Keywords

Malliavin calculusgradient estimatesjump processesBismut formulacoupling propertysemilinear stochastic differential equationsLévy processes

Mathematics Subject Classification ID

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 (17)

• Regularity for distribution-dependent SDEs driven by jump processes
• Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Moment bounds for dissipative semimartingales with heavy jumps
• Bismut formula for Lions derivative of distribution-path dependent SDEs
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• Non-uniform gradient estimates for SDEs with local monotonicity conditions
• Coupling property and gradient estimates of Lévy processes via the symbol
• Gradient estimate for Ornstein-Uhlenbeck jump processes
• Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
• Coupling and strong Feller for jump processes on Banach spaces
• 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
• Derivative formula and Harnack inequality for SDEs driven by Lévy processes
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes

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