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Non-uniform Gradient Estimates for SDEs with Local Monotonicity Conditions
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作者 Jian WANG Bing Yao WU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2021年第3期458-470,共13页
By using the coupling method and the localization technique, we establish non-uniform gradient estimates for Markov semigroups of diffusions or stochastic differential equations driven by pure jump Le′vy noises, wher... By using the coupling method and the localization technique, we establish non-uniform gradient estimates for Markov semigroups of diffusions or stochastic differential equations driven by pure jump Le′vy noises, where the coefficients only satisfy local monotonicity conditions. 展开更多
关键词 Gradient estimate Markov semigroup monotonicity condition COUPLING stochastic differential equation Lévy process
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Functional inequalities for time-changed symmetric α-stable processes
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作者 Jian WANG Longteng ZHANG 《Frontiers of Mathematics in China》 SCIE CSCD 2021年第2期595-622,共28页
We establish sharp functional inequalities for time-changed symmetric α-stable processes on Rd with d≥1 and α∈(0,2), which yield explicit criteria for the compactness of the associated semigroups. Furthermore, whe... We establish sharp functional inequalities for time-changed symmetric α-stable processes on Rd with d≥1 and α∈(0,2), which yield explicit criteria for the compactness of the associated semigroups. Furthermore, when the time change is defined via the special function W(x)=(1+|x|)β with β>α we obtain optimal Nash-type inequalities, which in turn give us optimal upper bounds for the density function of the associated semigroups. 展开更多
关键词 Symmetricα-stable process time change functional inequality
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