Showing 1 - 7 of 7
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...
Persistent link: https://www.econbiz.de/10010875064
Persistent link: https://www.econbiz.de/10009318779
By adopting the coupling method, we obtain new verifiable sufficient conditions about the -Feller continuity, the Lipschitz continuity and the strong Feller continuity of the semigroups associated with Lévy type operators. These results easily apply to jump-diffusion processes and stochastic...
Persistent link: https://www.econbiz.de/10008874036
Some sufficient conditions for the recurrence, the positive recurrence and the exponential ergodicity of one-dimensional Lévy type operators are presented. The conditions are classified according to different conditions on the ranges and integrability of the Lévy measure, based on the drift...
Persistent link: https://www.econbiz.de/10008874323
We construct optimal Markov couplings of Lévy processes, whose Lévy (jump) measure has an absolutely continuous component. The construction is based on properties of subordinate Brownian motions and the coupling of Brownian motions by reflection.
Persistent link: https://www.econbiz.de/10009023937
The paper is a continuation of our paper, Wang and Wang (2013) [13], Chen and Wang  [4], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let α∈(0,2) and μV(dx)=CVe−V(x)dx be a probability measure. We present explicit and sharp...
Persistent link: https://www.econbiz.de/10011064900
In this paper we study ergodicity and related semigroup property for a class of symmetric Markov jump processes associated with time-changed symmetric α-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak...
Persistent link: https://www.econbiz.de/10011064940