In this paper,we investigate the strong Feller property of stochastic differential equations(SDEs)with super-linear drift and Hölder diffusion coefficients.By utilizing the Girsanov theorem,coupling method,trunca...In this paper,we investigate the strong Feller property of stochastic differential equations(SDEs)with super-linear drift and Hölder diffusion coefficients.By utilizing the Girsanov theorem,coupling method,truncation method and the Yamada-Watanabe approximation technique,we derived the strong Feller property of the solution.展开更多
Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type process...Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.展开更多
In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary pr...In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary processes and by making use of the Radon-Nikodym derivatives. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions.展开更多
This work focuses on stochastic Lienard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property i...This work focuses on stochastic Lienard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property is proved by introducing certain auxiliary processes and using the Radon-Nikodym derivatives and truncation arguments. Based on these results, positive Harris recurrence and exponential ergodicity are obtained under the Foster-Lyapunov drift conditions. Finally, examples using van der Pol equations are presented for illustrations, and the corresponding Foster-Lyapunov functions for the examples are constructed explicitly.展开更多
We investigate periodic solutions of regime-switching jump diffusions.We first show the well-posedness of solutions to stochastic differential equations corresponding to the hybrid system.Then,we derive the strong Fel...We investigate periodic solutions of regime-switching jump diffusions.We first show the well-posedness of solutions to stochastic differential equations corresponding to the hybrid system.Then,we derive the strong Feller property and irreducibility of the associated time-inhomogeneous semigroups.Finally,we establish the existence and uniqueness of periodic solutions.Concrete examples are presented to illustrate the results.展开更多
Consider the two-dimensional, incompressible Navier-Stokes equations on torus T^2= [-π, π]^2 driven by a degenerate multiplicative noise in the vorticity formulation（abbreviated as SNS）： dwt = ν？w_tdt ＋B（Kw_t...Consider the two-dimensional, incompressible Navier-Stokes equations on torus T^2= [-π, π]^2 driven by a degenerate multiplicative noise in the vorticity formulation（abbreviated as SNS）： dwt = ν？w_tdt ＋B（Kw_t, w_t）dt ＋ Q（w_t）dW t. We prove that the solution to SNS is continuous differentiable in initial value. We use the Malliavin calculus to prove that the semigroup{P_t}_t≥0 generated by the SNS is asymptotically strong Feller. Moreover, we use the coupling method to prove that the solution to SNS has a weak form of irreducibility.Under almost the same Hypotheses as that given by Odasso, Prob. Theory Related Fields, 140： 41–82（2005）with a different method, we get an exponential ergodicity under a stronger norm.展开更多
In this paper, by using a semimartingale approximation of a fractional stochastic integration, the global Harnack inequalities for stochastic retarded differential equations driven by fractional Brownian motion with H...In this paper, by using a semimartingale approximation of a fractional stochastic integration, the global Harnack inequalities for stochastic retarded differential equations driven by fractional Brownian motion with Hurst parameter 0 〈 H 〈 1 are established. As applications, strong Feller property, log-Harnack inequality and entropycost inequality are given.展开更多
In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity...In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions. Finally, we append a very brief discussion about the regularity of these processes.展开更多
We consider the exponentially ergodic properties of systems of SDEs in Rndriven by cylindrical stable processes,potentially with different indices across different coordinates.Our approach is based on the well-known F...We consider the exponentially ergodic properties of systems of SDEs in Rndriven by cylindrical stable processes,potentially with different indices across different coordinates.Our approach is based on the well-known Foster-Lyapunov criteria and a careful selection of Lyapunov functions,alongside recent advances in regularity and transition density estimates for solutions to SDEs driven by Lévy processes with independent coordinates.These results are novel,even in the one-dimensional case.Notably,our findings suggest that multiplicative cylindrical stable processes can enhance the ergodicity of the system when the stable noise indices in all directions fall within[1,2).展开更多
基金Supported by the National Natural Science Foundation of China(11926322)the Fundamental Research Funds for the Central Universities of South-Central MinZu University(CZY22013,3212023sycxjj001)。
文摘In this paper,we investigate the strong Feller property of stochastic differential equations(SDEs)with super-linear drift and Hölder diffusion coefficients.By utilizing the Girsanov theorem,coupling method,truncation method and the Yamada-Watanabe approximation technique,we derived the strong Feller property of the solution.
基金Research supported in part by the National Natural Science Foundation of China and a grant from the Ministry of Education of China
文摘Yamamuro in [1] defines strong and weak transience of Markov processes; gives a criterion for strong transience of Feller processes; and further, discusses strong and weak transience of Ornstein-Uhlenbeck type processes. In this article, the authors weaken the Feller property of the result in [1] to weak Feller property and discuss the strong transience of operator-self-similar Markov processes.
基金the National Natural Science Foundation of China (Grant No. 10671037)the Basic Research Foundation of Beijing Institute of Technology (Grant No. 200507A4203)
文摘In this paper we consider the Feller property and the exponential ergodicity for general diffusion processes with state-dependent switching. We prove their Feller continuity by means of intro- ducing some auxiliary processes and by making use of the Radon-Nikodym derivatives. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions.
基金Supported by the National Natural Science Foundation of China(No.11171024)the National Science Foundation,United States(No.DMS-0907753)
文摘This work focuses on stochastic Lienard equations with state-dependent switching. First, the existence and uniqueness of a strong solution are obtained by successive construction method. Next, strong Feller property is proved by introducing certain auxiliary processes and using the Radon-Nikodym derivatives and truncation arguments. Based on these results, positive Harris recurrence and exponential ergodicity are obtained under the Foster-Lyapunov drift conditions. Finally, examples using van der Pol equations are presented for illustrations, and the corresponding Foster-Lyapunov functions for the examples are constructed explicitly.
基金The authors thank the referees for the careful reading of their paper and all of the insightful suggestions and comments that greatly improved the presentation of the paper.This work was supported by the research fund from Shanxi Province Department of Finance and Education for Ph.D.Graduates to Work in Shanxi(No.2021-18,125/Z24179)and the Natural Sciences and Engineering Research Council of Canada(No.4394-2018).
文摘We investigate periodic solutions of regime-switching jump diffusions.We first show the well-posedness of solutions to stochastic differential equations corresponding to the hybrid system.Then,we derive the strong Feller property and irreducibility of the associated time-inhomogeneous semigroups.Finally,we establish the existence and uniqueness of periodic solutions.Concrete examples are presented to illustrate the results.
基金supported by the National Natural Science Foundation of China(No.11371041,11431014)the Key Laboratory of Random Complex Structures and Data Science,Academy of Mathematics and Systems Science,Chinese Academy of Sciences(No.2008DP173182)+3 种基金supported by NSFC(No.11501195)a Scientific Research Fund of Hunan Provincial Education Department(No.17C0953)the Youth Scientific Research Fund of Hunan Normal University(No.Math140650)the Construct Program of the Key Discipline in Hunan Province
文摘Consider the two-dimensional, incompressible Navier-Stokes equations on torus T^2= [-π, π]^2 driven by a degenerate multiplicative noise in the vorticity formulation（abbreviated as SNS）： dwt = ν？w_tdt ＋B（Kw_t, w_t）dt ＋ Q（w_t）dW t. We prove that the solution to SNS is continuous differentiable in initial value. We use the Malliavin calculus to prove that the semigroup{P_t}_t≥0 generated by the SNS is asymptotically strong Feller. Moreover, we use the coupling method to prove that the solution to SNS has a weak form of irreducibility.Under almost the same Hypotheses as that given by Odasso, Prob. Theory Related Fields, 140： 41–82（2005）with a different method, we get an exponential ergodicity under a stronger norm.
基金This research is partially supported by the NNSF of China （No. 61273179） and Natural Science Foundation of Hubei Province （No. 2016CFB479）.
文摘In this paper, by using a semimartingale approximation of a fractional stochastic integration, the global Harnack inequalities for stochastic retarded differential equations driven by fractional Brownian motion with Hurst parameter 0 〈 H 〈 1 are established. As applications, strong Feller property, log-Harnack inequality and entropycost inequality are given.
文摘In this paper we consider the stability for diffusion processes with state-dependent switching. We first prove their Feller continuity by the coupling methods. Furthermore, we also prove their strong Feller continuity and their exponential ergodicity under some reasonable conditions. Finally, we append a very brief discussion about the regularity of these processes.
基金supported by the Youth Scientific Research Fund of Hunan Normal.University(No.Math140650)the Scientific Research Foundation for Ph.D Hunan Normal University(No.Math140675)
基金supported by the National Key R&D Program of China(Grant No.2022YFA1006003)National Natural Science Foundation of China(Grant Nos.11831014,12071076,and 12225104)。
文摘We consider the exponentially ergodic properties of systems of SDEs in Rndriven by cylindrical stable processes,potentially with different indices across different coordinates.Our approach is based on the well-known Foster-Lyapunov criteria and a careful selection of Lyapunov functions,alongside recent advances in regularity and transition density estimates for solutions to SDEs driven by Lévy processes with independent coordinates.These results are novel,even in the one-dimensional case.Notably,our findings suggest that multiplicative cylindrical stable processes can enhance the ergodicity of the system when the stable noise indices in all directions fall within[1,2).
