Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling

DOI10.1016/j.spa.2019.09.001zbMath1435.60037arXiv1801.05936MaRDI QIDQ2309598

Jian Wang, Mingjie Liang

Publication date: 1 April 2020

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

Full work available at URL: https://arxiv.org/abs/1801.05936

zbMATH Keywords

stochastic differential equation; gradient estimate; ergodicity; coupling; multiplicative pure jump Lévy noises

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J25: Continuous-time Markov processes on general state spaces

60G52: Stable stochastic processes

60J76: Jump processes on general state spaces