Smoothing effect and derivative formulas for Ornstein-Uhlenbeck processes driven by subordinated cylindrical Brownian noises

DOI10.1016/j.jfa.2022.109660zbMath1496.60014arXiv2101.06493OpenAlexW3124552519MaRDI QIDQ2170654

Alessandro Bondi

Publication date: 6 September 2022

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.06493

zbMATH Keywords

derivative formulasgradient estimatesMarkov transition semigroupisotropic \(\alpha\)-stable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov semigroups and applications to diffusion processes (47D07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Probability computation for high-dimensional semilinear SDEs driven by isotropic \(\alpha\)-stable processes via mild Kolmogorov equations

Cites Work

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• Harnack inequalities for SDEs driven by time-changed fractional Brownian motions
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• Ergodicity for Infinite Dimensional Systems
• Stochastic Equations in Infinite Dimensions
• Subgeometric rates of convergence for Markov processes under subordination
• Introduction to Stochastic Analysis and Malliavin Calculus

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