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
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
Journal title :
Journal of Mathematical Analysis and Applications