%0 Journal Article
%T Gradient Estimate for Ornstein-Uhlenbeck Jump Processes
%A Feng-Yu Wang
%J Mathematics
%D 2010
%I arXiv
%R 10.1016/j.spa.2010.12.002
%X By using absolutely continuous lower bounds of the L\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\'evy process with a linear drift. A derivative formula is presented for the conditional distribution of the process at time $t$ under the condition that the process jumps before $t$. Finally, by using bounded perturbations of the L\'evy measure, the resulting gradient estimates are extended to linear SDEs driven by L\'evy-type processes.
%U http://arxiv.org/abs/1005.5023v3