Harnack inequalities for SDEs driven by subordinate Brownian motions

DOI10.1016/j.jmaa.2014.03.082zbMath1306.60071OpenAlexW2049478044MaRDI QIDQ483039

Chang Song Deng

Publication date: 15 December 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.03.082

zbMATH Keywords

Harnack inequalitystochastic differential equationsLévy processcouplingsubordinate Brownian motion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Related Items (10)

Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients ⋮ Algebraic ergodicity for SDEs driven by Lévy processes ⋮ Singular integrals of subordinators with applications to structural properties of SPDEs ⋮ Harnack inequalities for SDEs driven by subordinator fractional Brownian motion ⋮ On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes ⋮ Harnack inequalities for stochastic heat equation with locally unbounded drift ⋮ Subgeometric rates of convergence for Markov processes under subordination ⋮ Harnack inequalities for functional SDEs driven by subordinate Brownian motions ⋮ Harnack inequalities for functional SDEs driven by subordinate fractional Brownian motion ⋮ Harnack inequalities for functional SDEs driven by subordinate multifractional Brownian motion

Cites Work

• Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
• Log-Harnack inequality for stochastic Burgers equations and applications
• Logarithmic Sobolev inequalities on noncompact Riemannian manifolds
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Equivalent Harnack and gradient inequalities for pointwise curvature lower bound
• Harnack inequalities for stochastic equations driven by Lévy noise
• Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes
• Harnack inequality and applications for stochastic generalized porous media equations
• Harnack inequality on configuration spaces: the coupling approach and a unified treatment
• Harnack inequality and heat kernel estimates on manifolds with curvature unbounded below
• Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
• LOG-HARNACK INEQUALITY FOR STOCHASTIC DIFFERENTIAL EQUATIONS IN HILBERT SPACES AND ITS CONSEQUENCES
• Integration by parts formula and applications for SDEs with Lévy noise
• Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes
• Bernstein functions. Theory and applications

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