Strong Feller properties for degenerate SDEs with jumps
Strong Feller properties for degenerate SDEs with jumps
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带有跳跃的简并 SDE 的强 Feller 性质
DOI：
10.1214/14-aihp658
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发表时间：
2016
影响因子：
1.5
通讯作者：
Zhang Xicheng
中科院分区：
文献类型：
--
作者：
Dong Zhao;Peng Xuhui;Song Yulin;Zhang Xicheng
在完全H“ormander条件下，证明了由可加从属布朗运动驱动的随机微分方程所决定的半群的强Feller性质，其中漂移允许任意增长.为此，我们推广了Malicet-Poly\cite{Ma-Po}和Bally-Caramellino\cite{BA-Ca}关于Wiener泛函定律在全变分中收敛的一个判据.此外，还验证了一系列耦合振子的例子.
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.