On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes

DOI10.1007/s00028-011-0126-yzbMath1247.60113arXiv1104.2166MaRDI QIDQ434340

Rene L. Schilling, Jian Wang

Publication date: 10 July 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.2166

zbMATH Keywords

Liouville theorem; Ornstein-Uhlenbeck process; Lévy process; symbol; gradient estimates; strong Feller property; coupling property

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)