Strong Feller properties for degenerate SDEs with jumps

DOI10.1214/14-AIHP658zbMATH Open1346.60080arXiv1312.7380OpenAlexW2963601036MaRDI QIDQ297467FDOQ297467

Authors: Zhao Dong, Yulin Song, Xicheng Zhang, Xuhui Peng 

Publication date: 27 June 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: Under full H"ormander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motion, where the drift is allowed to be arbitrarily growth. For this, we extend a criterion due to Malicet-Poly cite{Ma-Po} and Bally-Caramellino cite{Ba-Ca} about the convergence of the laws of Wiener functionals in total variations. Moreover, the example of a chain of coupled oscillators is verified.

Full work available at URL: https://arxiv.org/abs/1312.7380

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zbMATH Keywords

Malliavin calculusstochastic differential equationsstrong Feller propertycylindrical \(\alpha\)-stable processsubordinate Wiener process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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Cited In (10)

• Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients
• Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
• Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
• Exponential ergodicity for SDEs under the total variation
• On smoothing properties of transition semigroups associated to a class of SDEs with jumps
• Fundamental solutions of nonlocal Hörmander's operators
• Strong Feller property and exponential ergodicity for SDEs with additive Lévy noises
• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Nondegenerate SDEs with jumps and their hypoelliptic properties
• Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes

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