On the coupling property and the Liouville theorem for Ornstein-Uhlenbeck processes

DOI10.1007/s00028-011-0126-yzbMath1247.60113arXiv1104.2166OpenAlexW2000631660MaRDI QIDQ434340

Jian Wang, Rene L. Schilling

Publication date: 10 July 2012

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.2166

zbMATH Keywords

Liouville theoremOrnstein-Uhlenbeck processLévy processsymbolgradient estimatesstrong Feller propertycoupling property

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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