Harnack Inequalities for Stochastic Equations Driven by Lévy Noise

By using coupling argument and regularization approximations of the underlying subordinator, dimension-free Harnack inequalities are established for a class of stochastic equations driven by a Lévy noise containing a subordinate Brownian motion. The Harnack inequalities are new even for linear equations driven by Lévy noise, and the gradient estimate implied by our log-Harnack inequality considerably generalizes some recent results on gradient estimates and coupling properties derived for Lévy processes or linear equations driven by Lévy noise. The main results are also extended to semi-linear stochastic equations in Hilbert spaces.

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