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arxiv: 1105.2958 · v1 · pith:ONFW7ZIUnew · submitted 2011-05-15 · 🧮 math.PR

Harnack Inequalities for Ornstein-Uhlenbeck Processes Driven by L\'{e}vy Processes

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keywords processesalphainvariantrotationallystablesymmetricharnackinequalities
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By using the existing sharp estimates of density function for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes and rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes, we obtain that Harnack inequalities hold for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes with $\alpha\in(0,2)$ and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric $\alpha$-stable L\'{e}vy process, while logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes.

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