Title of article
Harnack inequalities for SDEs driven by subordinate Brownian motions
Author/Authors
Deng، نويسنده , , Chang-Song، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2014
Pages
9
From page
970
To page
978
Abstract
By using regularization approximations of the underlying subordinator and a gradient estimate approach, the dimension-independent Harnack inequalities are established for the inhomogeneous semigroup associated with a class of SDEs with Lévy noise containing a subordinate Brownian motion. Our estimates in Harnack type inequalities improve the corresponding ones in the recent paper by Wang and Wang (2014) [10].
Keywords
Harnack inequality , Gradient estimate , Subordinate Brownian motion , Time-change , stochastic differential equation
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2014
Journal title
Journal of Mathematical Analysis and Applications
Record number
1564615
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