Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes

DOI10.1214/20-EJP542zbMath1477.60085arXiv2001.03873OpenAlexW3102681332MaRDI QIDQ2024525

Xicheng Zhang, Zimo Hao, Zhen-Qing Chen

Publication date: 4 May 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2001.03873

zbMATH Keywords

gradient estimateheat kernelHölder regularityLittlewood-Paley's decompositioncylindrical Lévy process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

Related Items (4)

On weak solution of SDE driven by inhomogeneous singular Lévy noise ⋮ Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts ⋮ Nonlocal elliptic equation in Hölder space and the martingale problem ⋮ Heat kernel of supercritical nonlocal operators with unbounded drifts

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