کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155659 958755 2013 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Coupling and strong Feller for jump processes on Banach spaces
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Coupling and strong Feller for jump processes on Banach spaces
چکیده انگلیسی

By using lower bound conditions of the Lévy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical) Lévy processes on a Banach space. Unlike in the finite-dimensional case where these properties have also been confirmed for Lévy processes without drift, in the infinite-dimensional setting the appearance of a drift term is essential to ensure the quasi-invariance of the process by shifting the initial data. Gradient estimates and exponential convergence are also investigated. The main results are illustrated by specific models on the Wiener space and separable Hilbert spaces.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 5, May 2013, Pages 1588–1615
نویسندگان
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