Harnack inequalities for stochastic equations driven by Levy noise
被引:30
作者:
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Wang, Feng-Yu
[1
,3
]
Wang, Jian
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h-index: 0
机构:
Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R ChinaBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Wang, Jian
[2
]
机构:
[1] Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
[2] Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
[3] Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales
By using coupling argument and regularization approximations of the underlying sub-ordinator, dimension-free Harnack inequalities are established for a class of stochastic equations driven by a Levy noise containing a subordinate Brownian motion. The Harnack inequalities are new even for linear equations driven by Levy noise, and the gradient estimate implied by our log-Harnack inequality considerably generalizes some recent results on gradient estimates and coupling properties derived for Levy processes or linear equations driven by Levy noise. The main results are also extended to semilinear stochastic equations in Hilbert spaces. (C) 2013 Elsevier Inc. All rights reserved.
机构:
Scuola Normale Super Pisa, Pisa, ItalyBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Da Prato, Giuseppe
;
Roeckner, Michael
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bielefeld, Fac Math, D-4800 Bielefeld, Germany
Purdue Univ, Dept Math & Stat, W Lafayette, IN 47906 USABeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, Germany
Purdue Univ, Dept Math, W Lafayette, IN 47907 USA
Purdue Univ, Dept Stat, W Lafayette, IN 47907 USAUniv Connecticut, Dept Math, Storrs, CT 06269 USA
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R ChinaUniv Connecticut, Dept Math, Storrs, CT 06269 USA
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, GermanyBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Ouyang, Shun-Xiang
;
Roeckner, Michael
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, GermanyBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, Germany
Purdue Univ, Dept Math & Stat, W Lafayette, IN 47907 USABeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
机构:
Scuola Normale Super Pisa, Pisa, ItalyBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Da Prato, Giuseppe
;
Roeckner, Michael
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bielefeld, Fac Math, D-4800 Bielefeld, Germany
Purdue Univ, Dept Math & Stat, W Lafayette, IN 47906 USABeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, Germany
Purdue Univ, Dept Math, W Lafayette, IN 47907 USA
Purdue Univ, Dept Stat, W Lafayette, IN 47907 USAUniv Connecticut, Dept Math, Storrs, CT 06269 USA
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, Wales
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R ChinaUniv Connecticut, Dept Math, Storrs, CT 06269 USA
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, GermanyBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Ouyang, Shun-Xiang
;
Roeckner, Michael
论文数: 0引用数: 0
h-index: 0
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, GermanyBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
机构:
Univ Bielefeld, Dept Math, D-33501 Bielefeld, Germany
Purdue Univ, Dept Math & Stat, W Lafayette, IN 47907 USABeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Roeckner, Michael
;
Wang, Feng-Yu
论文数: 0引用数: 0
h-index: 0
机构:
Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
Beijing Normal Univ, Lab Math Com Sys, Beijing 100875, Peoples R China
Swansea Univ, Dept Math, Swansea SA2 8PP, W Glam, WalesBeijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China