Strong Feller properties for degenerate SDEs with jumps
Probability
2014-02-18 v2
Abstract
Under full H\"ormander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motion, where the drift is allowed to be arbitrarily growth. For this, we extend a criterion due to Malicet-Poly \cite{Ma-Po} and Bally-Caramellino \cite{Ba-Ca} about the convergence of the laws of Wiener functionals in total variations. Moreover, the example of a chain of coupled oscillators is verified.
Keywords
Cite
@article{arxiv.1312.7380,
title = {Strong Feller properties for degenerate SDEs with jumps},
author = {Zhao Dong and Xuhui Peng and Yulin Song and Xicheng Zhang},
journal= {arXiv preprint arXiv:1312.7380},
year = {2014}
}
Comments
10pages, Theorem 1.1 is improved