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Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes
Authors:Jian Wang
Institution:
  • School of Mathematics and Computer Science, Fujian Normal University, 350007, Fuzhou, PR China
  • TU Dresden, Institut für Mathematische Stochastik, 01062 Dresden, Germany
  • Abstract:By using the existing sharp estimates of the density function for rotationally invariant symmetric α-stable Lévy processes and rotationally invariant symmetric truncated α-stable Lévy processes, we obtain that the Harnack inequalities hold for rotationally invariant symmetric α-stable Lévy processes with α∈(0,2) and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric α-stable Lévy process, while the logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated α-stable Lévy processes.
    Keywords:60J25  60J51  60J52
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