Harnack Inequalities for Ornstein-Uhlenbeck Processes Driven by L\'{e}vy Processes
Probability
2011-05-17 v1
Abstract
By using the existing sharp estimates of density function for rotationally invariant symmetric -stable L\'{e}vy processes and rotationally invariant symmetric truncated -stable L\'{e}vy processes, we obtain that Harnack inequalities hold for rotationally invariant symmetric -stable L\'{e}vy processes with and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric -stable L\'{e}vy process, while logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated -stable L\'{e}vy processes.
Cite
@article{arxiv.1105.2958,
title = {Harnack Inequalities for Ornstein-Uhlenbeck Processes Driven by L\'{e}vy Processes},
author = {Jian Wang},
journal= {arXiv preprint arXiv:1105.2958},
year = {2011}
}
Comments
11 pages