On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
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Abstract: Using a coupling for the weighted sum of independent random variables and the explicit expression of the transition semigroup of Ornstein-Uhlenbeck processes driven by compound Poisson processes, we establish the existence of a successful coupling and the Liouville theorem for general Ornstein-Uhlenbeck processes. Then we present the explicit coupling property of Ornstein-Uhlenbeck processes directly from the behaviour of the corresponding symbol or characteristic exponent. This approach allows us to derive gradient estimates for Ornstein-Uhlenbeck processes via the symbol.
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Cited in
(26)- Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
- The Liouville theorem for a class of Fourier multipliers and its connection to coupling
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
- On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes
- A Liouville theorem for Lévy generators
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- On the existence and explicit estimates for the coupling property of Lévy processes with drift
- Coupling property and gradient estimates of Lévy processes via the symbol
- Harnack inequalities for stochastic equations driven by Lévy noise
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- On ε-coupling and piecewise constant processes
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
- The Liouville theorem and linear operators satisfying the maximum principle
- Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
- Strong feller and ergodic properties of the (1+1)-affine process
- Regularity for semigroups of Ornstein-Uhlenbeck processes
- One-side Liouville theorems under an exponential growth condition for Kolmogorov operators
- Successful couplings for a class of stochastic differential equations driven by Lévy processes
- Gradient estimates and coupling property for semilinear SDEs driven by jump processes
- Derivative formula and coupling property for linear SDEs driven by Lévy processes
- Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators
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