Data di Pubblicazione:
2012
Abstract:
We prove pathwise uniqueness for stochastic differential
equations driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $\R^d$
having a bounded and $\beta$-Holder continuous drift term. We assume $\displaystyle \beta > 1 - \alpha/2 $ and $\alpha \in [ 1, 2)$. The proof requires analytic regularity results for the associated integro-differential operators of Kolmogorov type. We also study differentiability of solutions with respect to initial conditions and the homeomorphism property.
equations driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $\R^d$
having a bounded and $\beta$-Holder continuous drift term. We assume $\displaystyle \beta > 1 - \alpha/2 $ and $\alpha \in [ 1, 2)$. The proof requires analytic regularity results for the associated integro-differential operators of Kolmogorov type. We also study differentiability of solutions with respect to initial conditions and the homeomorphism property.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
stochastic differential equations; stable processes; pathwise uniqueness; Holder type continuity.
Elenco autori:
Priola, Enrico
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