Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes

DOI10.1016/j.spl.2011.04.019zbMath1236.60074arXiv1105.2958OpenAlexW2016528395MaRDI QIDQ553105

Jian Wang

Publication date: 26 July 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.2958

zbMATH Keywords

Ornstein-Uhlenbeck process\(\alpha\)-stable Lévy processHarnack inequalitieslogarithmic Harnack inequalities

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

Related Items

Harnack inequalities for SDEs driven by subordinate Brownian motions, Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes, Harnack inequalities for stochastic equations driven by Lévy noise, Gradient estimates and coupling property for semilinear SDEs driven by jump processes, A note on stability of SPDEs driven by \(\alpha\)-stable noises, Harnack inequalities for SDEs with multiplicative noise and non-regular drift, Harnack inequalities for SDEs driven by cylindrical \(\alpha\)-stable processes

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