Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152432 | Statistics & Probability Letters | 2011 | 9 Pages |
Abstract
By using the existing sharp estimates of the density function for rotationally invariant symmetric αα-stable Lévy processes and rotationally invariant symmetric truncated αα-stable Lévy processes, we obtain that the Harnack inequalities hold for rotationally invariant symmetric αα-stable Lévy processes with α∈(0,2)α∈(0,2) and Ornstein–Uhlenbeck processes driven by rotationally invariant symmetric αα-stable Lévy process, while the logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated αα-stable Lévy processes.
Keywords
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Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jian Wang,