Abstract
Let L be a Lévy process with characteristic measure ν, which has an absolutely continuous lower bound w.r.t. the Lebesgue measure on ℝn. By using Malliavin calculus for jump processes, we investigate Bismut formula, gradient estimates and coupling property for the semigroups associated to semilinear SDEs forced by Lévy process L.
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Song, Y. Gradient estimates and coupling property for semilinear SDEs driven by jump processes. Sci. China Math. 58, 447–458 (2015). https://doi.org/10.1007/s11425-014-4836-9
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DOI: https://doi.org/10.1007/s11425-014-4836-9