Strong Feller properties for degenerate SDEs with jumps

DOI10.1214/14-AIHP658zbMath1346.60080arXiv1312.7380OpenAlexW2963601036MaRDI QIDQ297467

Xicheng Zhang, Zhao Dong, Yulin Song, Xu-hui Peng

Publication date: 27 June 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.7380

zbMATH Keywords

Malliavin calculusstochastic differential equationsstrong Feller propertycylindrical \(\alpha\)-stable processsubordinate Wiener process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stable stochastic processes (60G52)

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Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients ⋮ Fundamental solutions of nonlocal Hörmander's operators ⋮ Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises ⋮ Semigroup properties of solutions of SDEs driven by Lévy processes with independent coordinates ⋮ Exponential ergodicity for SDEs under the total variation ⋮ Strong Feller property for SDEs driven by multiplicative cylindrical stable noise ⋮ Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes

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