Data di Pubblicazione:
2015
Abstract:
Abstract. 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 − α2 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.
term and driven by a Lévy noise L which is of α-stable type. If β > 1 − α2 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.
Tipologia CRIS:
2.1 Contributo in volume (Capitolo o Saggio)
Keywords:
stochastic differential equations with jumps; irregular drift term; path-wise uniqueness; Lévy processes.
Elenco autori:
Priola, Enrico
Link alla scheda completa:
Titolo del libro:
Stochastic Analysis. Special volume in honour of Jerzy Zabczyk