Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients

DOI10.1016/J.SPL.2020.108974MaRDI QIDQ826729zbMATH OpenOpenAlexWikidataFDO

Authors Hua Zhang

Publication date 6 January 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108974

zbMATH Keywords

continuous dependence of initial dataHölder continuous coefficientsLévy processesstochastic differential equationsstrong Feller propertyYamada-Watanabe function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
• Derivative formula and Harnack inequality for SDEs driven by Lévy processes
• Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
• Derivative formulae for stochastic differential equations driven by Poisson random measures
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• Harnack inequalities for SDEs driven by subordinate Brownian motions
• Harnack inequalities for SDEs with multiplicative noise and non-regular drift
• Harnack inequalities for stochastic equations driven by Lévy noise
• On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
• Stochastic flows for Lévy processes with Hölder drifts
• Strong Feller properties for degenerate SDEs with jumps
• Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients
• Strong solutions for stochastic differential equations with jumps

Cited in

(7)

• Strong Feller property for SDEs driven by multiplicative cylindrical stable noise
• Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients
• On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients
• Solutions of Lévy-driven SDEs with unbounded coefficients as Feller processes
• One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients
• Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
• Continuous dependence on initial values for distribution-dependent SDEs with Hölder coefficients

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