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math.PR2013★ 2 cited
Strong Feller properties for degenerate SDEs with jumps
Zhao Dong, Xuhui Peng, Yulin Song +1
Under full Hörmander's conditions, we prove the strong Feller property of the semigroup determined by an SDE driven by additive subordinate Brownian motion, where the drift is allo…
math.PR2013
Malliavin Matrix of Degenerate SDE and Gradient Estimate
Dong Zhao, Xuhui Peng
In this paper, we prove that the inverse of Malliavin matrix is p integrable for a kind of degenerate stochastic differential equation under some conditions, which like to Hormande…
math.PR2013
Ergodicity of the 2D Navier-Stokes Equations with Degenerate Multiplicative Noise
Zhao Dong, Xuhui Peng
Consider the two-dimensional, incompressible Navier-Stokes equations on the torus We prove that the semigroup P_t generated by the solutions to stochastic Navier-stokes equations i…