{
  "id": "1005.5023",
  "version": "v3",
  "published": "2010-05-27T10:36:20.000Z",
  "updated": "2010-09-23T08:52:00.000Z",
  "title": "Gradient Estimate for Ornstein-Uhlenbeck Jump Processes",
  "authors": [
    "Feng-Yu Wang"
  ],
  "comment": "17",
  "doi": "10.1016/j.spa.2010.12.002",
  "categories": [
    "math.PR"
  ],
  "abstract": "By using absolutely continuous lower bounds of the L\\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\\'evy process with a linear drift. A derivative formula is presented for the conditional distribution of the process at time $t$ under the condition that the process jumps before $t$. Finally, by using bounded perturbations of the L\\'evy measure, the resulting gradient estimates are extended to linear SDEs driven by L\\'evy-type processes.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2010-09-23T08:52:00.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "ornstein-uhlenbeck jump processes",
      "levy measure",
      "linear sdes driven",
      "explicit gradient estimates",
      "resulting gradient estimates"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1005.5023W"
    }
  }
}