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.

引用

页码：458 / 470

页数：13

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