Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes
文献类型：期刊论文
| 作者 | Dong, Zhao1 ; Song, Yu-lin2; Xie, Ying-chao3
|
| 刊名 | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
 |
| 出版日期 | 2019-09-01 |
| 卷号 | 35期号:4页码:708-721 |
| 关键词 | Levy processes integration by parts formula derivative formula coupling property |
| ISSN号 | 0168-9673 |
| DOI | 10.1007/s10255-019-0863-1 |
| 英文摘要 | In this paper we investigate an integration by parts formula for Levy processes by using lower bound conditions of the corresponding Levy measure. As applications, derivative formula and coupling property are derived for transition semigroups of linear SDEs driven by Levy processes. |
| 资助项目 | National Natural Science Foundation of China[10971180] ; National Natural Science Foundation of China[11271169] ; Priority Academic Program Development (PAPD) of Jiangsu Higher Education Institutions |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000511666400002 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/50783]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Song, Yu-lin |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China 2.Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China 3.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dong, Zhao,Song, Yu-lin,Xie, Ying-chao. Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2019,35(4):708-721. |
| APA | Dong, Zhao,Song, Yu-lin,&Xie, Ying-chao.(2019).Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,35(4),708-721. |
| MLA | Dong, Zhao,et al."Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 35.4(2019):708-721. |
入库方式： OAI收割
来源：数学与系统科学研究院
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