期刊
JOURNAL OF FUNCTIONAL ANALYSIS
卷 269, 期 10, 页码 3195-3219出版社
ACADEMIC PRESS INC ELSEVIER SCIENCE
DOI: 10.1016/j.jfa.2015.09.007
关键词
Gradient estimate; Derivative formula; Levy process; Time-change
类别
资金
- NSFC [11131003, 11431014, 11271294, 11325105]
- Macau S.A.R FDCT [049/2014/A1]
- Program for New Century Excellent Talents in University
- 985 project
- Laboratory of Mathematical and Complex Systems
Gradient estimates are derived, for the first time, for the semi-group associated to a class of stochastic differential equations driven by multiplicative Levy noise. In particular, the estimates are sharp for a-stable type noises. To derive these estimates, a new derivative formula of Bismut-Elworthy-Li's type is established for the semigroup by using the Malliavin calculus and a finite-jump approximation argument. (C) 2015 Elsevier Inc. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据
分享论文
