KMS Of Academy of mathematics and systems sciences, CAS
| Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes | |
Dong, Zhao1 ; Song, Yu-lin2; Xie, Ying-chao3
| |
| 2019-09-01 | |
| Source Publication | ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
 |
| ISSN | 0168-9673 |
| Volume | 35Issue:4Pages:708-721 |
| Abstract | 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. |
| Keyword | Levy processes integration by parts formula derivative formula coupling property |
| DOI | 10.1007/s10255-019-0863-1 |
| Indexed By | SCI |
| Language | 英语 |
| Funding Project | 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 Research Area | Mathematics |
| WOS Subject | Mathematics, Applied |
| WOS ID | WOS:000511666400002 |
| Publisher | SPRINGER HEIDELBERG |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/50784 |
| Collection | 应用数学研究所 |
| Corresponding Author | Song, Yu-lin |
| Affiliation | 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 |
| Recommended Citation 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. |
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