Harnack inequalities for Ornstein-Uhlenbeck processes driven by Lévy processes |
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Authors: | Jian Wang |
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Affiliation: | School of Mathematics and Computer Science, Fujian Normal University, 350007, Fuzhou, PR China TU Dresden, Institut für Mathematische Stochastik, 01062 Dresden, Germany |
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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. |
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Keywords: | 60J25 60J51 60J52 |
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