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arxiv: 1111.3795 · v3 · pith:WJY3MJS6new · submitted 2011-11-16 · 🧮 math.PR

Coupling and Strong Feller for Jump Processes on Banach Spaces

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keywords processesbanachcouplingdriftfellerinvestigatedmeasureproperties
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By using lower bound conditions of the L\'evy measure w.r.t. a nice reference measure, the coupling and strong Feller properties are investigated for the Markov semigroup associated with a class of linear SDEs driven by (non-cylindrical) L\'evy processes on a Banach space. Unlike in the finite-dimensional case where these properties have also been confirmed for L\'evy processes without drift, in the infinite-dimensional setting the appearance of a drift term is essential to ensure the quasi-invariance of the process by shifting the initial data. Gradient estimates and exponential convergence are also investigated. The main results are illustrated by specific models on the Wiener space and separable Hilbert spaces.

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