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.
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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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