English

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 α\alpha-stable L\'{e}vy processes and rotationally invariant symmetric truncated α\alpha-stable L\'{e}vy processes, we obtain that Harnack inequalities hold for rotationally invariant symmetric α\alpha-stable L\'{e}vy processes with α(0,2)\alpha\in(0,2) and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric α\alpha-stable L\'{e}vy process, while logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated α\alpha-stable L\'{e}vy processes.

Keywords

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

R2 v1 2026-06-21T18:07:34.469Z