On Harnack inequality for -stable Ornstein-Uhlenbeck processes
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Publication:2471029
Consider the \(\alpha \)-stable Ornstein-Uhlenbeck process in \(\mathbb{R}^{d}\) with generator \(L=\Delta ^{\alpha /2}-\lambda x\cdot \nabla_{x}\). The author shows that if \(1\leq \alpha <2\) or \(\alpha <1=d\), then the Harnack inequality holds. A counterexample is constructed for \(\alpha <1<d\) to show that the Harnack inequality does not hold in this case.
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Cited in
(14)- Green function for gradient perturbation of unimodal Lévy processes in the real line
- Harnack inequalities for SDEs driven by cylindrical -stable processes
- Markovian bridges: weak continuity and pathwise constructions
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Smooth solution of a nonlocal Fokker-Planck equation associated with stochastic systems with Lévy noise
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- Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
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