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Integration by Parts Formula and Applications for SPDEs with Jumps

By using the Malliavin calculus and finite jump approximations, the Driver-type integration by parts formula is established for the semigroup associated to stochastic (partial) differential equations with noises containing a subordinate Brownian motion. As applications, the shift Harnack inequality and heat kernel estimates are derived. The main results are illustrated by SDEs driven by $å$-stable like processes.

preprint2016arXivOpen access
Feng-Yu Wang
math.PR
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Feng-Yu Wang

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