Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients

DOI10.1016/j.spl.2020.108974zbMath1455.60080OpenAlexW3093477559WikidataQ115341071 ScholiaQ115341071MaRDI QIDQ826729

Hua Zhang

Publication date: 6 January 2021

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

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108974

zbMATH Keywords

Lévy processesstochastic differential equationsstrong Feller propertyHölder continuous coefficientscontinuous dependence of initial dataYamada-Watanabe function

Mathematics Subject Classification ID

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

Related Items (1)

On a class of Lévy-driven McKean-Vlasov SDEs with Hölder coefficients

Cites Work

• Strong Feller properties for degenerate SDEs with jumps
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
• Harnack inequalities for SDEs driven by subordinate Brownian motions
• A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients
• Stochastic flows for Lévy processes with Hölder drifts
• On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients
• Derivative formulae for stochastic differential equations driven by Poisson random measures
• Derivative formulas and gradient estimates for SDEs driven by \(\alpha\)-stable processes
• Strong solutions for stochastic differential equations with jumps
• Derivative formulae for SDEs driven by multiplicative \(\alpha\)-stable-like processes
• Harnack inequalities for stochastic equations driven by Lévy noise
• Strong Feller property and continuous dependence on initial data for one-dimensional stochastic differential equations with Hölder continuous coefficients
• Harnack inequalities for SDEs with multiplicative noise and non-regular drift
• Derivative Formula and Harnack Inequality for SDEs Driven by Lévy Processes

This page was built for publication: Strong Feller property for one-dimensional Lévy processes driven stochastic differential equations with Hölder continuous coefficients