{ "id": "1310.3927", "version": "v2", "published": "2013-10-15T06:26:28.000Z", "updated": "2013-11-22T01:11:41.000Z", "title": "Harnack inequalities for SDEs driven by cylindrical $α$-stable processes", "authors": [ "Linlin Wang", "Xicheng Zhang" ], "comment": "11", "categories": [ "math.PR" ], "abstract": "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 $\\alpha$-stable processes). Moreover, the gradient estimate is also derived when the drift is Lipschitz continuous.", "revisions": [ { "version": "v2", "updated": "2013-11-22T01:11:41.000Z" } ], "analyses": { "subjects": [ "60H10" ], "keywords": [ "stable processes", "sdes driven", "harnack inequalities", "additive anisotropic subordinated brownian motions", "cylindrical" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1310.3927W" } } }