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Harnack Inequality for Self-Repelling Diffusions Driven by Subordinated Brownian Motion

Author

Listed:
  • Yaqin Sun

    (School of Mathematics and Statistics, Donghua University, 2999 North Renmin Rd., Shanghai 201620, China
    These authors contributed equally to this work.)

  • Litan Yan

    (School of Mathematics and Statistics, Donghua University, 2999 North Renmin Rd., Shanghai 201620, China
    These authors contributed equally to this work.)

Abstract

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.

Suggested Citation

  • Yaqin Sun & Litan Yan, 2025. "Harnack Inequality for Self-Repelling Diffusions Driven by Subordinated Brownian Motion," Mathematics, MDPI, vol. 13(8), pages 1-8, April.
    • Handle: RePEc:gam:jmathe:v:13:y:2025:i:8:p:1262-:d:1632824
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