Harnack Inequalities for SDEs Driven by Cylindrical α-Stable Processes
Tóm tắt
By using the coupling argument, we establish the Harnack and log-Harnack inequalites for stochastic differential equations with non-Lipschitz drifts and driven by additive anisotropic subordinated Brownian motions (in particular, cylindrical α-stable processes). Moreover, the gradient estimate is also derived when the drift is Lipschitz continuous.
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