Gradient estimate for Ornstein-Uhlenbeck jump processes

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Publication:550147


DOI10.1016/j.spa.2010.12.002zbMath1223.60069arXiv1005.5023MaRDI QIDQ550147

Feng-Yu Wang

Publication date: 8 July 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.5023


60G51: Processes with independent increments; Lévy processes

60J45: Probabilistic potential theory


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