Skip to Main Content (Press Enter)

Logo UNIPV
  • ×
  • Home
  • Degrees
  • Courses
  • Jobs
  • People
  • Outputs
  • Organizations

UNIFIND
Logo UNIPV

|

UNIFIND

unipv.it
  • ×
  • Home
  • Degrees
  • Courses
  • Jobs
  • People
  • Outputs
  • Organizations
  1. Outputs

Stochastic flow for SDEs with jumps and irregular drift term

Chapter
Publication Date:
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.
Iris type:
2.1 Contributo in volume (Capitolo o Saggio)
Keywords:
stochastic differential equations with jumps; irregular drift term; path-wise uniqueness; Lévy processes.
List of contributors:
Priola, Enrico
Authors of the University:
PRIOLA ENRICO
Handle:
https://iris.unipv.it/handle/11571/1251246
Book title:
Stochastic Analysis. Special volume in honour of Jerzy Zabczyk
  • Overview

Overview

URL

http://arxiv.org/abs/1405.2575
  • Use of cookies

Powered by VIVO | Designed by Cineca | 26.9.2.0