Derivative formulas and gradient estimates for SDEs driven by α-stable processes

被引：66

作者：

Zhang, Xicheng ^{[1
]}

机构：

[1] Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2013年 / 123卷 / 04期

关键词：

Derivative formulas; Gradient estimates; alpha-stable processes; EQUATIONS;

D O I：

10.1016/j.spa.2012.11.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we prove a derivative formula of Bismut-Elworthy-Li's type as well as a gradient estimate for stochastic differential equations driven by alpha-stable noises, where alpha is an element of (0, 2). As an application, the strong Feller property for stochastic partial differential equations driven by subordinated cylindrical Brownian motions is presented. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：1213 / 1228

页数：16

共 50 条

[1] Holder regularity and gradient estimates for SDEs driven by cylindrical α-stable processes
Chen, Zhen-Qing
Hao, Zimo
Zhang, Xicheng
[J]. ELECTRONIC JOURNAL OF PROBABILITY, 2020, 25 : 1 - 23
[2] Gradient estimates and coupling property for semilinear SDEs driven by jump processes
SONG Yu Lin
[J]. Science China Mathematics, 2015, 58 (02) : 447 - 458
[3] Gradient estimates and coupling property for semilinear SDEs driven by jump processes
YuLin Song
[J]. Science China Mathematics, 2015, 58 : 447 - 458
[4] Gradient estimates and coupling property for semilinear SDEs driven by jump processes
Song YuLin
[J]. SCIENCE CHINA-MATHEMATICS, 2015, 58 (02) : 447 - 458
[5] Derivative formulae for SDEs driven by multiplicative α-stable-like processes
Wang, Linlin
Xie, Longjie
Zhang, Xicheng
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2015, 125 (03) : 867 - 885
[6] Transition density estimates for diagonal systems of SDEs driven by cylindrical α-stable processes
Kulczycki, Tadeusz
Ryznar, Michal
[J]. ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2018, 15 (02): : 1335 - 1375
[7] Gradient estimates for SDEs driven by multiplicative Levy noise
Wang, Feng-Yu
Xu, Lihu
Zhang, Xicheng
[J]. JOURNAL OF FUNCTIONAL ANALYSIS, 2015, 269 (10) : 3195 - 3219
[8] DENSITIES FOR SDES DRIVEN BY DEGENERATE α-STABLE PROCESSES
Zhang, Xicheng
[J]. ANNALS OF PROBABILITY, 2014, 42 (05): : 1885 - 1910
[9] Harnack Inequalities for SDEs Driven by Cylindrical α-Stable Processes
Wang, Linlin
Zhang, Xicheng
[J]. POTENTIAL ANALYSIS, 2015, 42 (03) : 657 - 669
[10] PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES
Priola, Enrico
[J]. OSAKA JOURNAL OF MATHEMATICS, 2012, 49 (02) : 421 - 447

← 1 2 3 4 5 →