Coupling property and gradient estimates of Levy processes via the symbol

被引:52
作者
Schilling, Rene L. [1 ]
Sztonyk, Pawel [2 ]
Wang, Jian [1 ,3 ]
机构
[1] Tech Univ Dresden, Inst Math Stochast, D-01062 Dresden, Germany
[2] Wroclaw Univ Technol, Inst Math & Comp Sci, PL-50370 Wroclaw, Poland
[3] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
关键词
coupling; gradient estimates; Levy process; symbol; HARMONIC-FUNCTIONS; OPERATORS; BEHAVIOR;
D O I
10.3150/11-BEJ375
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We derive explicitly the coupling property for the transition semigroup of a Levy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the characteristic exponent near zero and infinity, respectively. Our results can be applied to a large class of Levy processes, including stable Levy processes, layered stable processes, tempered stable processes and relativistic stable processes.
引用
收藏
页码:1128 / 1149
页数:22
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