Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
By using the existing sharp estimates of the density function for rotationally invariant symmetric [alpha]-stable Lévy processes and rotationally invariant symmetric truncated [alpha]-stable Lévy processes, we obtain that the Harnack inequalities hold for rotationally invariant symmetric [alpha]-stable Lévy processes with [alpha][set membership, variant](0,2) and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric [alpha]-stable Lévy process, while the logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated [alpha]-stable Lévy processes.
Year of publication: |
2011
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Authors: | Wang, Jian |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 81.2011, 9, p. 1436-1444
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Publisher: |
Elsevier |
Keywords: | Harnack inequalities Logarithmic Harnack inequalities Ornstein-Uhlenbeck processes [alpha]-stable Levy processes |
Saved in:
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