Strong Feller properties for degenerate SDEs with jumps

Zhao Dong; Xuhui Peng; Yulin Song; Xicheng Zhang

doi:10.1214/14-AIHP658

Strong Feller properties for degenerate SDEs with jumps

Zhao Dong, Xuhui Peng^*, Yulin Song, Xicheng Zhang

^*此作品的通讯作者

科研成果: 期刊稿件 › 文章 › 同行评审

10 引用（Scopus）

摘要

Under full Hörmander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motions, where the drift is allowed to be arbitrary growth. For this, we extend a criterion due to Malicet and Poly (J. Funct. Anal. 264 (2013) 2077-2096) and Bally and Caramellino (Electron. J. Probab. 19 (2014) 1-33) about the convergence of the laws of Wiener functionals in total variation. Moreover, the example of a chain of coupled oscillators is verified.

源语言	英语
页（从-至）	888-897
页数	10
期刊	Annales de l'institut Henri Poincare (B) Probability and Statistics
卷	52
期	2
DOI	https://doi.org/10.1214/14-AIHP658
出版状态	已出版 - 5月 2016
已对外发布	是

访问文件

10.1214/14-AIHP658

其它文件与链接

链接到 Scopus 的出版物

引用此

Dong, Z., Peng, X., Song, Y., & Zhang, X. (2016). Strong Feller properties for degenerate SDEs with jumps. Annales de l'institut Henri Poincare (B) Probability and Statistics, 52(2), 888-897. https://doi.org/10.1214/14-AIHP658

@article{304d25fcb9ee49d988f5adb0377ee957,

title = "Strong Feller properties for degenerate SDEs with jumps",

abstract = "Under full H{\"o}rmander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motions, where the drift is allowed to be arbitrary growth. For this, we extend a criterion due to Malicet and Poly (J. Funct. Anal. 264 (2013) 2077-2096) and Bally and Caramellino (Electron. J. Probab. 19 (2014) 1-33) about the convergence of the laws of Wiener functionals in total variation. Moreover, the example of a chain of coupled oscillators is verified.",

keywords = "Cylindrical α-stable process, H{\"o}rmander's condition, Malliavin's calculus, SDE, Strong Feller property",

author = "Zhao Dong and Xuhui Peng and Yulin Song and Xicheng Zhang",

note = "Publisher Copyright: {\textcopyright} Association des Publications de l'Institut Henri Poincar{\'e}, 2016.",

year = "2016",

month = may,

doi = "10.1214/14-AIHP658",

language = "English",

volume = "52",

pages = "888--897",

journal = "Annales de l'institut Henri Poincare (B) Probability and Statistics",

issn = "0246-0203",

publisher = "Institute of Mathematical Statistics",

number = "2",

}

TY - JOUR

T1 - Strong Feller properties for degenerate SDEs with jumps

AU - Dong, Zhao

AU - Peng, Xuhui

AU - Song, Yulin

AU - Zhang, Xicheng

N1 - Publisher Copyright: © Association des Publications de l'Institut Henri Poincaré, 2016.

PY - 2016/5

Y1 - 2016/5

N2 - Under full Hörmander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motions, where the drift is allowed to be arbitrary growth. For this, we extend a criterion due to Malicet and Poly (J. Funct. Anal. 264 (2013) 2077-2096) and Bally and Caramellino (Electron. J. Probab. 19 (2014) 1-33) about the convergence of the laws of Wiener functionals in total variation. Moreover, the example of a chain of coupled oscillators is verified.

AB - Under full Hörmander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motions, where the drift is allowed to be arbitrary growth. For this, we extend a criterion due to Malicet and Poly (J. Funct. Anal. 264 (2013) 2077-2096) and Bally and Caramellino (Electron. J. Probab. 19 (2014) 1-33) about the convergence of the laws of Wiener functionals in total variation. Moreover, the example of a chain of coupled oscillators is verified.

KW - Cylindrical α-stable process

KW - Hörmander's condition

KW - Malliavin's calculus

KW - SDE

KW - Strong Feller property

UR - http://www.scopus.com/inward/record.url?scp=84973293649&partnerID=8YFLogxK

U2 - 10.1214/14-AIHP658

DO - 10.1214/14-AIHP658

M3 - Article

AN - SCOPUS:84973293649

SN - 0246-0203

VL - 52

SP - 888

EP - 897

JO - Annales de l'institut Henri Poincare (B) Probability and Statistics

JF - Annales de l'institut Henri Poincare (B) Probability and Statistics

IS - 2

ER -

Strong Feller properties for degenerate SDEs with jumps

摘要

访问文件

其它文件与链接

指纹

引用此