WEAK UNIQUENESS FOR SDES DRIVEN BY SUPERCRITICAL STABLE PROCESSES WITH HOLDER DRIFTS

被引：6
|
作者：
Zhao, Guohuan [1 ]
机构：
[1] Chinese Acad Sci, Dept Appl Math, Beijing 100081, Peoples R China
来源：
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2019年 / 147卷 / 02期
关键词：
alpha-stable process; stochastic differential equation; martingale problem; viscosity solution; VISCOSITY SOLUTIONS;
D O I：
10.1090/proc/14293
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we investigate stochastic differential equations (SDEs) driven by a class of a supercritical alpha-stable process (including the rotational symmetric alpha-stable process) with drift b. The weak well-posedness is proved, provided that the (1-alpha)-Holder semi-norm of b is sufficiently small.
引用
收藏
页码：849 / 860
页数：12
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