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

Yaqin Sun and Litan Yan ()
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Yaqin Sun: School of Mathematics and Statistics, Donghua University, 2999 North Renmin Rd., Shanghai 201620, China
Litan Yan: School of Mathematics and Statistics, Donghua University, 2999 North Renmin Rd., Shanghai 201620, China

Mathematics, 2025, vol. 13, issue 8, 1-8

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.

Keywords: Harnack inequality; self-repelling diffusions; Lévy process; Bismut formula (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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