Harnack inequalities for SDEs driven by cylindrical $\alpha$-stable processes
Probability
2013-11-25 v2
Abstract
By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular, cylindrical -stable processes). Moreover, the gradient estimate is also derived when the drift is Lipschitz continuous.
Cite
@article{arxiv.1310.3927,
title = {Harnack inequalities for SDEs driven by cylindrical $\alpha$-stable processes},
author = {Linlin Wang and Xicheng Zhang},
journal= {arXiv preprint arXiv:1310.3927},
year = {2013}
}
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