Strong Feller properties for degenerate SDEs with jumps
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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.
The aim of this paper is twofold. First, applying Malliavin's calculus, the authors extend the famous Bogachev result concerning the existence and smoothness of the density of the family of multi-dimensional Wiener functionals. Second, this result is applied to establish the strong Feller property of the semigroup determined by a stochastic differential equation driven by subordinate Brownian motions, under full Hörmander conditions.
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Cited in
(12)- Exponential ergodicity for SDEs under the total variation
- Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
- Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
- Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
- Fundamental solutions of nonlocal Hörmander's operators
- Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
- Nondegenerate SDEs with jumps and their hypoelliptic properties
- Strong Feller property and exponential ergodicity for SDEs with additive Lévy noises
- Strong feller property and irreducibility of diffusions with jumps
- On smoothing properties of transition semigroups associated to a class of SDEs with jumps
- Gradual convergence for Langevin dynamics on a degenerate potential
- Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients
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