By constructing proper coupling operators for the integro-differential type Markov generator, we establish the existence of a successful coupling for a class of stochastic differential equations driven by Levy process...By constructing proper coupling operators for the integro-differential type Markov generator, we establish the existence of a successful coupling for a class of stochastic differential equations driven by Levy processes. Our result implies a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying Markov semigroups, and it is sharp for Ornstein-Uhlenbeck processes driven by s-stable Levy processes.展开更多
In this paper,we study the Kato's inequality on locally finite graphs.We also study the application of Kato's inequality to Ginzburg-Landau equations on such graphs.Interesting properties of elliptic and parab...In this paper,we study the Kato's inequality on locally finite graphs.We also study the application of Kato's inequality to Ginzburg-Landau equations on such graphs.Interesting properties of elliptic and parabolic equations on the graphs and a Liouville type theorem are also derived.展开更多
基金supported by National Natural Science Foundation of China(Grant No.11126350)the Programme of Excellent Young Talents in Universities of Fujian(Grant Nos.JA10058,JA11051)
文摘By constructing proper coupling operators for the integro-differential type Markov generator, we establish the existence of a successful coupling for a class of stochastic differential equations driven by Levy processes. Our result implies a new Liouville theorem for space-time bounded harmonic functions with respect to the underlying Markov semigroups, and it is sharp for Ornstein-Uhlenbeck processes driven by s-stable Levy processes.
基金supported by National Natural Science Foundation of China (Grant No.10631020)Doctoral Program Foundation of the Ministry of Education of China (Grant No. 20090002110019)
文摘In this paper,we study the Kato's inequality on locally finite graphs.We also study the application of Kato's inequality to Ginzburg-Landau equations on such graphs.Interesting properties of elliptic and parabolic equations on the graphs and a Liouville type theorem are also derived.