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Gradient estimate 2 Derivative formula 1 Log-Harnack inequality 1 Malliavin calculus 1 Semi-linear SPDE 1 Stable-like process 1
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Undetermined 2
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Article 2
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Undetermined 2
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Wang, Feng-Yu 1 Wang, Linlin 1 Xie, Longjie 1 Zhang, Tusheng 1 Zhang, Xicheng 1
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Stochastic Processes and their Applications 2
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RePEc 2
Showing 1 - 2 of 2
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Derivative formulae for SDEs driven by multiplicative α-stable-like processes
Wang, Linlin; Xie, Longjie; Zhang, Xicheng - In: Stochastic Processes and their Applications 125 (2015) 3, pp. 867-885
-stable-like noises are allowed. Moreover, we also obtain the sharp gradient estimate in short time for the corresponding transition …
Persistent link: https://www.econbiz.de/10011194143
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Log-Harnack inequality for mild solutions of SPDEs with multiplicative noise
Wang, Feng-Yu; Zhang, Tusheng - In: Stochastic Processes and their Applications 124 (2014) 3, pp. 1261-1274
Due to technical reasons, existing results concerning Harnack type inequalities for SPDEs with multiplicative noise apply only to the case where the coefficient in the noise term is a Hilbert–Schmidt perturbation of a constant bounded operator. In this paper we obtained gradient estimates,...
Persistent link: https://www.econbiz.de/10010738254
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