Gradient estimate for Ornstein-Uhlenbeck jump processes

DOI10.1016/J.SPA.2010.12.002zbMATH Open1223.60069arXiv1005.5023OpenAlexW2126867227MaRDI QIDQ550147FDOQ550147

Feng-Yu Wang

Publication date: 8 July 2011

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

Abstract: By using absolutely continuous lower bounds of the L'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L'evy process with a linear drift. A derivative formula is presented for the conditional distribution of the process at time $t$ under the condition that the process jumps before $t$. Finally, by using bounded perturbations of the L'evy measure, the resulting gradient estimates are extended to linear SDEs driven by L'evy-type processes.

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

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]subordinationgradient estimatecompound Poisson process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)

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Cited In (32)

• Ergodicities and Exponential Ergodicities of Dawson--Watanabe Type Processes
• Regularity for distribution-dependent SDEs driven by jump processes
• Estimates of heat kernels of non-symmetric Lévy processes
• Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
• On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes
• Gradient estimates for SDEs driven by multiplicative Lévy noise
• On the Exponential Ergodicity of Lévy-Driven Ornstein–Uhlenbeck 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
• A note on stability of SPDEs driven by \(\alpha\)-stable noises
• Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise
• Coupling property and gradient estimates of Lévy processes via the symbol
• Harnack inequalities for stochastic equations driven by Lévy noise
• Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
• Constructions of coupling processes for Lévy processes
• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Malliavin matrix of degenerate SDE and gradient estimate
• Ergodicity of stochastic magneto-hydrodynamic equations driven by \(\alpha\)-stable noise
• Averaging principle for stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable process
• Linear Evolution Equations with Cylindrical Lévy Noise: Gradient Estimates and Exponential Ergodicity
• Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
• Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes
• Jump processes as generalized gradient flows
• Exponential mixing of 2D SDEs forced by degenerate Lévy noises
• Exponential ergodicity and regularity for equations with Lévy noise
• Gradient estimates and coupling property for semilinear SDEs driven by jump processes
• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
• Gradient estimates and exponential ergodicity for mean-field SDEs with jumps
• Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes
• Derivative formula and coupling property for linear SDEs driven by Lévy processes
• Derivative formula and exponential convergence for semilinear SPDEs driven by Lévy processes
• Ergodicity of the stochastic coupled fractional Ginzburg-Landau equations driven by \(\alpha\)-stable noise

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