Gradient estimate for Ornstein-Uhlenbeck jump processes
From MaRDI portal
Publication:550147
DOI10.1016/j.spa.2010.12.002zbMath1223.60069arXiv1005.5023OpenAlexW2126867227MaRDI QIDQ550147
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
Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)
Related Items
Estimates of heat kernels of non-symmetric Lévy processes ⋮ Regularity for distribution-dependent SDEs driven by jump processes ⋮ Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise ⋮ Coupling property and gradient estimates of Lévy processes via the symbol ⋮ On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes ⋮ Exponential ergodicity and regularity for equations with Lévy noise ⋮ Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes ⋮ On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck Processes ⋮ Gradient estimates for SDEs driven by multiplicative Lévy noise ⋮ Exponential mixing of 2D SDEs forced by degenerate Lévy noises ⋮ Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise ⋮ Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes ⋮ Constructions of coupling processes for Lévy processes ⋮ Harnack inequalities for stochastic equations driven by Lévy noise ⋮ Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes ⋮ Gradient estimates and coupling property for semilinear SDEs driven by jump processes ⋮ Corrigendum to ``Constructions of coupling processes for Lévy processes ⋮ Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ A note on stability of SPDEs driven by \(\alpha\)-stable noises ⋮ Gradient estimates and exponential ergodicity for mean-field SDEs with jumps ⋮ Derivative formula and coupling property for linear SDEs driven by Lévy processes ⋮ Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process ⋮ Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes ⋮ Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity ⋮ Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes ⋮ Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise ⋮ Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
Cites Work
- Unnamed Item
- Unnamed Item
- Time-dependent gradient perturbations of fractional Laplacian
- Large deviations and the Malliavin calculus
- Formulae for the derivatives of heat semigroups
- Generalized Mehler semigroups and applications
- Transition density estimates for a class of Lévy and Lévy-type processes
- Estimates of heat kernel of fractional Laplacian perturbed by gradient operators
- Potential Theory of Subordinate Brownian Motion
- Densities for Ornstein-Uhlenbeck processes with jumps
- Lévy Processes and Stochastic Calculus
- A note on the existence of transition probability densities of Lévy processes
