-entropy inequality and application for SDEs with jumps

DOI10.1016/J.JMAA.2014.03.086MaRDI QIDQ488530zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang

Publication date 26 January 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2014.03.086

zbMATH Keywords

Markov semigroupstochastic differential equationsexponential convergencePoisson measure\(\Phi\)-entropy inequality[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=pure+jump+L%EF%BF%BD%EF%BF%BDvy+processes&go=Go pure jump L��vy processes]

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Markov semigroups and applications to diffusion processes (47D07) Random measures (60G57) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inequalities involving derivatives and differential and integral operators (26D10)

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Cites work

• scientific article; zbMATH DE number 3189778 (Why is no real title available?)
• A new modified logarithmic Sobolev inequality for Poisson point processes and several applications
• A simple approach to functional inequalities for non-local Dirichlet forms
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• Entropies, convexity, and functional inequalities: on \(\Phi\)-entropies and \(\Phi\)-Sobolev inequalities
• Ergodicity and exponential -mixing bounds for multidimensional diffusions with jumps
• Exponential convergence rate in Boltzmann-Shannon entropy
• Exponential ergodicity of the solutions to SDE's with a jump noise
• Markov chains and stochastic stability
• Stability of regime-switching stochastic differential equations
• Station�re zuf�llige Ma�e auf lokalkompakten Abelschen Gruppen
• Stochastic Equations in Infinite Dimensions
• The Lévy-Fokker-Planck equation: \(\Phi\)-entropies and convergence to equilibrium
• Theory of stochastic differential equations with jumps and applications.

Cited in

(5)

• A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications
• Phi-entropy inequalities for diffusion semigroups
• Nonlinear nonlocal Douglas identity
• Fractional Fokker-Planck equation with general confinement force
• A characterization of the rate of change of Ф-entropy via an integral form curvature-dimension condition

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