Non-uniform Gradient Estimates for SDEs with Local Monotonicity Conditions

被引：1
作者：
Wang, Jian [1 ,2 ,3 ]
Wu, Bing Yao [1 ]
机构：
[1] Fujian Normal Univ, Coll Math & Informat, Fuzhou 350007, Peoples R China
[2] Fujian Normal Univ, Fujian Key Lab Math Anal & Applicat FJKLMAA, Fuzhou 350007, Peoples R China
[3] Fujian Normal Univ, Ctr Appl Math Fujian Prov FJNU, Fuzhou 350007, Peoples R China
来源：
ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2021年 / 37卷 / 03期
基金：
中国国家自然科学基金;
关键词：
Gradient estimate; Markov semigroup; monotonicity condition; coupling; stochastic differential equation; Lé vy process; DERIVATIVES; FORMULAS; DRIVEN;
D O I：
10.1007/s10114-020-9365-6
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
By using the coupling method and the localization technique, we establish non-uniform gradient estimates for Markov semigroups of diffusions or stochastic differential equations driven by pure jump Levy noises, where the coefficients only satisfy local monotonicity conditions.
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页码：458 / 470
页数：13
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