Gradient estimates and coupling property for semilinear SDEs driven by jump processes

Let L be a L′evy process with characteristic measureν,which has an absolutely continuous lower bound w.r.t.the Lebesgue measure on Rn.By using Malliavin calculus for jump processes,we investigate Bismut formula,gradient estimates and coupling property for the semigroups associated to semilinear SDEs...

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Bibliographic Details
Published in:	Science China. Mathematics Vol. 58; no. 2; pp. 447 - 458
Main Author:	Song, YuLin
Format:	Journal Article
Language:	English
Published:	Heidelberg Science China Press 01-02-2015
Subjects:	Applications of Mathematics Mathematics Mathematics and Statistics 全连续勒贝格半线性梯度估计耦合性跳跃过程驱动随机微分方程 gradient estimates coupling property 60J75 60H10 jump processes Bismut formula
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Summary:	Let L be a L′evy process with characteristic measureν,which has an absolutely continuous lower bound w.r.t.the Lebesgue measure on Rn.By using Malliavin calculus for jump processes,we investigate Bismut formula,gradient estimates and coupling property for the semigroups associated to semilinear SDEs forced by L′evy process L.
Bibliography:	Let L be a L′evy process with characteristic measureν,which has an absolutely continuous lower bound w.r.t.the Lebesgue measure on Rn.By using Malliavin calculus for jump processes,we investigate Bismut formula,gradient estimates and coupling property for the semigroups associated to semilinear SDEs forced by L′evy process L. jump processes;Bismut formula;gradient estimates;coupling property 11-1787/N
ISSN:	1674-7283 1869-1862
DOI:	10.1007/s11425-014-4836-9