Gradient estimates for SDEs driven by multiplicative Lévy noise

DOI10.1016/j.jfa.2015.09.007zbMath1325.60099arXiv1301.4528OpenAlexW2124968262MaRDI QIDQ499592

Xicheng Zhang, Feng-Yu Wang, Lihu Xu

Publication date: 30 September 2015

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4528

zbMATH Keywords

Malliavin calculusstochastic differential equationsgradient estimatesderivative formulamultiplicative Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)

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