Strong Feller properties for degenerate SDEs with jumps

doi:10.1214/14-AIHP658

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	Strong Feller properties for degenerate SDEs with jumps
	Dong, Zhao2 ; Peng, Xuhui 1,2; Song, Yulin 3; Zhang, Xicheng 4
	2016-05-01
发表期刊	ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN	0246-0203
卷号	52 期号:2 页码:888-897
摘要	Under full Hormander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motions, where the drift is allowed to be arbitrary growth. For this, we extend a criterion due to Malicet and Poly (J. Funct. Anal. 264 (2013) 2077-2096) and Bally and Caramellino (Electron. J. Probab. 19 (2014) 1-33) about the convergence of the laws of Wiener functionals in total variation. Moreover, the example of a chain of coupled oscillators is verified.
关键词	Strong Feller property SDE Malliavin's calculus Cylindrical alpha-stable process Hormander's condition
DOI	10.1214/14-AIHP658
语种	英语
资助项目	973 Program[2011CB808000] ; Key Laboratory of Random Complex Structures and Data Science[2008DP173182] ; NSFC[10721101] ; NSFC[11271356] ; NSFC[11371041] ; NNSFs of China[11271294] ; NNSFs of China[11325105]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000376223600015
出版者	INST MATHEMATICAL STATISTICS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/22729
专题	应用数学研究所
通讯作者	Dong, Zhao; Peng, Xuhui; Song, Yulin; Zhang, Xicheng
作者单位	1.Hunan Normal Univ, Coll Math & Comp Sci, Changsha 410081, Hunan, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China 4.Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China
推荐引用方式 GB/T 7714	Dong, Zhao,Peng, Xuhui,Song, Yulin,et al. Strong Feller properties for degenerate SDEs with jumps[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,2016,52(2):888-897.
APA	Dong, Zhao,Peng, Xuhui,Song, Yulin,&Zhang, Xicheng.(2016).Strong Feller properties for degenerate SDEs with jumps.ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES,52(2),888-897.
MLA	Dong, Zhao,et al."Strong Feller properties for degenerate SDEs with jumps".ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 52.2(2016):888-897.