Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes

doi:10.1007/s10255-019-0863-1

CORC > 数学与系统科学研究院 > 中国科学院数学与系统科学研究院 > 应用数学研究所

	Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes
	Dong, Zhao 2; Song, Yu-lin 3; Xie, Ying-chao 1
刊名	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
	2019-09-01
卷号	35 期号:4 页码:708-721
关键词	Levy processes integration by parts formula derivative formula coupling property
ISSN号	0168-9673
DOI	10.1007/s10255-019-0863-1
英文摘要	In this paper we investigate an integration by parts formula for Levy processes by using lower bound conditions of the corresponding Levy measure. As applications, derivative formula and coupling property are derived for transition semigroups of linear SDEs driven by Levy processes.
资助项目	National Natural Science Foundation of China[10971180] ; National Natural Science Foundation of China[11271169] ; Priority Academic Program Development (PAPD) of Jiangsu Higher Education Institutions
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER HEIDELBERG
WOS记录号	WOS:000511666400002
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/50783]
专题	应用数学研究所
通讯作者	Song, Yu-lin
作者单位	1.Jiangsu Normal Univ, Sch Math & Stat, Xuzhou 221116, Jiangsu, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing, Peoples R China 3.Beijing Normal Univ, Sch Math Sci, Beijing 100875, Peoples R China
推荐引用方式 GB/T 7714	Dong, Zhao,Song, Yu-lin,Xie, Ying-chao. Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2019,35(4):708-721.
APA	Dong, Zhao,Song, Yu-lin,&Xie, Ying-chao.(2019).Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,35(4),708-721.
MLA	Dong, Zhao,et al."Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 35.4(2019):708-721.