Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes

doi:10.1007/s10255-019-0863-1

CSpace > 应用数学研究所

	Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes
	Dong, Zhao1 ; Song, Yu-lin 2; Xie, Ying-chao 3
	2019-09-01
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN	0168-9673
卷号	35 期号:4 页码:708-721
摘要	In this paper we investigate an integration by parts formula for Levy processes by using lower bound conditions of the corresponding Levy measure. As applications, derivative formula and coupling property are derived for transition semigroups of linear SDEs driven by Levy processes.
关键词	Levy processes integration by parts formula derivative formula coupling property
DOI	10.1007/s10255-019-0863-1
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[10971180] ; National Natural Science Foundation of China[11271169] ; Priority Academic Program Development (PAPD) of Jiangsu Higher Education Institutions
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000511666400002
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/50784
专题	应用数学研究所
通讯作者	Song, Yu-lin
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China 2.Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China 3.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China
推荐引用方式 GB/T 7714	Dong, Zhao,Song, Yu-lin,Xie, Ying-chao. Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2019,35(4):708-721.
APA	Dong, Zhao,Song, Yu-lin,&Xie, Ying-chao.(2019).Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,35(4),708-721.
MLA	Dong, Zhao,et al."Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 35.4(2019):708-721.