On smoothing properties of transition semigroups associated to a class of SDEs with jumps
From MaRDI portal
(Redirected from Publication:479716)
Malliavin calculusstochastic differential equationssubordinationtransition semigroupsnon-local operatorspure-jump Lévy processes
Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35) Continuity and singularity of induced measures (60G30)
Abstract: We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) driven by additive pure-jump L'evy noise. In particular, we assume that the L'evy process driving the SDE is the sum of a subordinated Wiener process and of an independent arbitrary L'evy process, that the drift coefficient is continuous (but not necessarily Lipschitz continuous) and grows not faster than a polynomial, and that the SDE admits a Feller weak solution. By a combination of probabilistic and analytic methods, we provide sufficient conditions for the Markovian semigroup associated to the SDE to be strong Feller and to map to continuous bounded functions. A key intermediate step is the study of regularizing properties of the transition semigroup associated to the subordinated Wiener process in terms of negative moments of the subordinator.
Recommendations
- Smooth properties for semigroups of Lévy processes and their application
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
- Strong Feller property and exponential ergodicity for SDEs with additive Lévy noises
- Strong Feller properties for degenerate SDEs with jumps
- Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
Cites work
- scientific article; zbMATH DE number 3870001 (Why is no real title available?)
- scientific article; zbMATH DE number 3907496 (Why is no real title available?)
- scientific article; zbMATH DE number 4084693 (Why is no real title available?)
- scientific article; zbMATH DE number 3538602 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- A note on the existence of transition probability densities of Lévy processes
- Calcul des variations stochastique et processus de sauts
- Dimension-independent Harnack inequalities for subordinated semigroups
- Integration by parts formula and applications to equations with jumps
- Linear operators which commute with translations. Part I: Representation theorems
- Liouville theorems for non-local operators
- Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions
- Malliavin calculus on the Wiener-Poisson space and its application to canonical SDE with jumps
- On stochastic equations with respect to semimartingales I.†
- On the Cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces
- On the Infinitesimal Generators of Integral Convolutions
- Potential Theory of Lévy Processes
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
- Regularity theory for parabolic nonlinear integral operators
- Semigroups of linear operators and applications to partial differential equations
- Smooth density of canonical stochastic differential equation with jumps
- Strong Feller continuity of Feller processes and semigroups
- Structural properties of semilinear SPDEs driven by cylindrical stable processes
- Une condition ctexistence et d'unicitépour les solutions fortes d'équations différentielles stochastiques
- Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
Cited in
(11)- A class of Lévy driven SDEs and their explicit invariant measures
- Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
- On Markovian semigroups of Lévy driven SDEs, symbols and pseudo-differential operators
- Density estimates for jump diffusion processes
- Smooth properties for semigroups of Lévy processes and their application
- On some smoothening effects of the transition semigroup of a Lévy process
- Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues
- Smoothing properties of transition semigroups relative to SDEs with values in Banach spaces
- Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates
- A variational approach to dissipative SPDEs with singular drift
- Strong Feller properties for degenerate SDEs with jumps
This page was built for publication: On smoothing properties of transition semigroups associated to a class of SDEs with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q479716)
