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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★ 2 cited
Exponential Convergence for Semilinear SDEs Driven by Lévy Processes on Hilbert Spaces
Yulin Song, Tiange Xu
In this paper, an integration by parts formula was derived for jump processes on Hilbert spaces. Using this formula, we investigated derivative formula and exponential ergodicity f…