Stochastic flow for SDEs with jumps and irregular drift term

• Autorzy: Enrico Priola
• Języki publikacji: EN

Abstrakty

EN

We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and driven by a Lévy noise L which is of α-stable type. If β > 1 - α/2 and α ∈ [1,2), we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise L. In our previous paper L was assumed to be non-degenerate, α-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes of tempered stable processes.

Kategorie tematyczne

• 34F05: Equations and systems with randomness
• 60H10: Stochastic ordinary differential equations
• 35B65: Smoothness and regularity of solutions
• 60J75: Jump processes

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2015
• Tom: 105
• Numer: 1
• Strony: 193-210

Daty

wydano

2015

Twórcy

autor

Enrico Priola

• Dipartimento di Matematica "Giuseppe Peano", Università di Torino, via Carlo Alberto 10, 10123 Torino, Italy

Identyfikatory

DOI

10.4064/bc105-0-12