Gradient estimates and coupling property for semilinear SDEs driven by jump processes
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Cites work
- Bismut-Elworthy-Li-type formulae for stochastic differential equations with jumps
- Coupling and applications
- Coupling and harmonic functions in the case of continuous time Markov processes
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Densities for Ornstein-Uhlenbeck processes with jumps
- Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
- Formulae for the derivatives of heat semigroups
- Gradient estimate for Ornstein-Uhlenbeck jump processes
- Gradient estimates and Harnack inequalities on non-compact Riemannian manifolds
- Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
- Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
- scientific article; zbMATH DE number 4060469 (Why is no real title available?)
- Kusuoka-Stroock formula on configuration space and regularities of local times with jumps
- On estimation of the logarithmic Sobolev constant and gradient estimates of heat semigroups
- On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
- On the coupling property of Lévy processes
- Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups
- The Malliavin calculus for pure jump processes and applications to local time
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises
Cited in
(17)- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Coupling property and gradient estimates of Lévy processes via the symbol
- Coupling and strong Feller for jump processes on Banach spaces
- Non-uniform gradient estimates for SDEs with local monotonicity conditions
- Jump processes as generalized gradient flows
- Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
- Moment bounds for dissipative semimartingales with heavy jumps
- Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
- Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
- Derivative formula and coupling property for linear SDEs driven by Lévy processes
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
- Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
- Bismut formula for Lions derivative of distribution-path dependent SDEs
- Gradient estimates for SDEs driven by multiplicative Lévy noise
- Regularity for distribution-dependent SDEs driven by jump processes
- Derivative formula and Harnack inequality for SDEs driven by Lévy processes
- Gradient estimate for Ornstein-Uhlenbeck jump processes
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