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Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes
Dong, Zhao1; Song, Yu-lin2; Xie, Ying-chao3
2019-09-01
Source PublicationACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN0168-9673
Volume35Issue:4Pages:708-721
AbstractIn 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.
KeywordLevy processes integration by parts formula derivative formula coupling property
DOI10.1007/s10255-019-0863-1
Indexed BySCI
Language英语
Funding ProjectNational 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 AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:000511666400002
PublisherSPRINGER HEIDELBERG
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/50784
Collection应用数学研究所
Corresponding AuthorSong, Yu-lin
Affiliation1.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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