Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes

DOI10.1007/s11118-014-9451-4zbMath1319.60137arXiv1310.3927OpenAlexW2039622355MaRDI QIDQ2345894

Xicheng Zhang, Lin-Lin Wang

Publication date: 21 May 2015

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.3927

zbMATH Keywords

stochastic differential equationgradient estimateLévy processcoupling methodcylindrical \(\alpha\)-stable processHarnack inequalities

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Related Items (17)

Regularity estimates for fractional orthotropic \(p\)-Laplacians of mixed order ⋮ Transition density estimates for diagonal systems of SDEs driven by cylindrical $\alpha$-stable processes ⋮ Harnack inequality and derivative formula for stochastic heat equation with fractional noise ⋮ Bilateral Harnack inequalities for stochastic differential equation with multiplicative noise ⋮ Regularity of solutions to anisotropic nonlocal equations ⋮ Harnack inequalities for SDEs driven by subordinate Brownian motions ⋮ Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates ⋮ On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes ⋮ Gradient estimates for SDEs driven by multiplicative Lévy noise ⋮ Harnack inequalities for stochastic heat equation with locally unbounded drift ⋮ Periodic homogenization of a Lévy-type process with small jumps ⋮ Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes ⋮ Nonlocal operators with singular anisotropic kernels ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ Harnack inequalities for functional SDEs driven by subordinate Brownian motions ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

Cites Work

• Unnamed Item
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Gradient estimate for Ornstein-Uhlenbeck jump processes
• Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
• Coupling for Ornstein-Uhlenbeck processes with jumps
• Harnack inequalities and applications for Ornstein-Uhlenbeck semigroups with jump
• Harnack inequality for SDE with multiplicative noise and extension to Neumann semigroup on nonconvex manifolds
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• Coupling property and gradient estimates of Lévy processes via the symbol
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• On the coupling property of Lévy processes
• Equivalent Harnack and gradient inequalities for pointwise curvature lower bound
• Harnack inequalities for stochastic equations driven by Lévy noise
• Dimension-independent Harnack inequalities for subordinated semigroups
• NON-LIPSCHITZ STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTI-PARAMETER BROWNIAN MOTIONS
• Harnack Inequalities for Stochastic Partial Differential Equations

This page was built for publication: Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes