Gradient estimate for Ornstein–Uhlenbeck jump processes

By using absolutely continuous lower bounds of the Lévy measure, explicit gradient estimates are derived for the semigroup of the corresponding Lévy 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 Lévy measure, the resulting gradient estimates are extended to linear SDEs driven by Lévy-type processes.