Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift

DOI10.1080/17442508.2019.1594808zbMATH Open1495.60071OpenAlexW2925277180MaRDI QIDQ5087048FDOQ5087048

Authors: Jian Wang 

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2019.1594808

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zbMATH Keywords

couplingstochastic differential equation with jumpsLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Jump processes on general state spaces (60J76)

Cites Work

• Title not available (Why is that?)
• Yamada-Watanabe results for stochastic differential equations with jumps
• Diffusion processes associated with L�vy generators
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Density and tails of unimodal convolution semigroups
• Coupling methods for multidimensional diffusion processes
• Harnack inequalities for stochastic equations driven by Lévy noise
• \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
• Equivalence of Stochastic Equations and Martingale Problems
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Densities for SDEs driven by degenerate \(\alpha\)-stable processes
• On stochastic equations with respect to semimartingales I.^†
• Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• Spatial regularity of semigroups generated by Lévy type operators
• Fundamental solutions of nonlocal Hörmander's operators
• Coupling by reflection and Hölder regularity for non-local operators of variable order

Cited In (1)

• Spatial regularity of semigroups generated by Lévy type operators

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