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Non-uniform Gradient Estimates for SDEs with Local Monotonicity Conditions
Acta Mathematica Sinica, English Series ( IF 0.7 ) Pub Date : 2020-11-04 , DOI: 10.1007/s10114-020-9365-6
Jian Wang , Bing Yao Wu

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 Levy noises, where the coefficients only satisfy local monotonicity conditions.

中文翻译:

具有局部单调性条件的 SDE 的非均匀梯度估计

通过使用耦合方法和定位技术,我们为由纯跳跃 Levy 噪声驱动的扩散或随机微分方程的马尔可夫半群建立非均匀梯度估计,其中系数仅满足局部单调性条件。
更新日期:2020-11-04
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