Strong Feller properties for degenerate SDEs with jumps
文献类型：期刊论文
| 作者 | Dong, Zhao2 ; Peng, Xuhui1,2; Song, Yulin3; Zhang, Xicheng4
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| 刊名 | ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
 |
| 出版日期 | 2016-05-01 |
| 卷号 | 52期号:2页码:888-897 |
| 关键词 | Strong Feller property SDE Malliavin's calculus Cylindrical alpha-stable process Hormander's condition |
| ISSN号 | 0246-0203 |
| DOI | 10.1214/14-AIHP658 |
| 英文摘要 | Under full Hormander'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. |
| 资助项目 | 973 Program[2011CB808000] ; Key Laboratory of Random Complex Structures and Data Science[2008DP173182] ; NSFC[10721101] ; NSFC[11271356] ; NSFC[11371041] ; NNSFs of China[11271294] ; NNSFs of China[11325105] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000376223600015 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/22728]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Dong, Zhao; Peng, Xuhui; Song, Yulin; Zhang, Xicheng |
| 作者单位 | 1.Hunan Normal Univ, Coll Math & Comp Sci, Changsha 410081, Hunan, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China 4.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dong, Zhao,Peng, Xuhui,Song, Yulin,et al. Strong Feller properties for degenerate SDEs with jumps[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,2016,52(2):888-897. |
| APA | Dong, Zhao,Peng, Xuhui,Song, Yulin,&Zhang, Xicheng.(2016).Strong Feller properties for degenerate SDEs with jumps.ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,52(2),888-897. |
| MLA | Dong, Zhao,et al."Strong Feller properties for degenerate SDEs with jumps".ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 52.2(2016):888-897. |
入库方式： OAI收割
来源：数学与系统科学研究院
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