Non-uniform gradient estimates for SDEs with local monotonicity conditions

DOI10.1007/s10114-020-9365-6zbMath1480.60174OpenAlexW3096886469MaRDI QIDQ2025272

Bing Yao Wu, Jian Wang

Publication date: 11 May 2021

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-020-9365-6

zbMATH Keywords

stochastic differential equationgradient estimateMarkov semigroupmonotonicity conditionLévy processcoupling

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov semigroups and applications to diffusion processes (47D07) A priori estimates in context of PDEs (35B45) Probabilistic potential theory (60J45)

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