Strong Feller properties for degenerate SDEs with jumps

preprint2014arXivOpen access

Abstract

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 allowed to be arbitrarily growth. For this, we extend a criterion due to Malicet-Poly \cite{Ma-Po} and Bally-Caramellino \cite{Ba-Ca} about the convergence of the laws of Wiener functionals in total variations. Moreover, the example of a chain of coupled oscillators is verified.

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