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

DOI10.1080/17442508.2019.1594808MaRDI QIDQ5087048zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
• Coupling by reflection and Hölder regularity for non-local operators of variable order
• Coupling methods for multidimensional diffusion processes
• Densities for SDEs driven by degenerate \(\alpha\)-stable processes
• Density and tails of unimodal convolution semigroups
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Diffusion processes associated with L�vy generators
• Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
• Equivalence of Stochastic Equations and Martingale Problems
• Fundamental solutions of nonlocal Hörmander's operators
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• Harnack inequalities for stochastic equations driven by Lévy noise
• On stochastic equations with respect to semimartingales I.^†
• Spatial regularity of semigroups generated by Lévy type operators
• Yamada-Watanabe results for stochastic differential equations with jumps
• \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes

Cited in

(1)

• Spatial regularity of semigroups generated by Lévy type operators

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