Harnack Inequality for Self-Repelling Diffusions Driven by Subordinated Brownian Motion
In this paper, we consider a self-repelling diffusion driven by the Lévy process. By using the coupling argument, we establish the corresponding Bismut formula and Harnack inequality.
Authors
- Yaqin Sun (ORCID: https://orcid.org/0000-0003-0700-762X)
- Litan Yan (ORCID: https://orcid.org/0000-0003-2957-4369)
Institutions
- Donghua University (CN)
Publication Details
- Journal
- Mathematics
- Published
- 2025-04-11
- DOI
- https://doi.org/10.3390/math13081262
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- National Science Foundation
- National Natural Science Foundation of China