Harnack inequalities for SDEs driven by cylindrical -stable processes

DOI10.1007/S11118-014-9451-4zbMATH Open1319.60137arXiv1310.3927OpenAlexW2039622355MaRDI QIDQ2345894FDOQ2345894

Authors: Xicheng Zhang, Linlin Wang 

Publication date: 21 May 2015

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

Abstract: By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular, cylindrical $alpha$-stable processes). Moreover, the gradient estimate is also derived when the drift is Lipschitz continuous.

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

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zbMATH Keywords

stochastic differential equationcoupling methodcylindrical \(\alpha\)-stable processgradient estimateHarnack inequalitiesLévy process

Mathematics Subject Classification ID

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

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Cited In (24)

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

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