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
相关论文
共 50 条
  • [31] Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances
    Tong, Jinying
    Jin, Xinghu
    Zhang, Zhenzhong
    POTENTIAL ANALYSIS, 2018, 49 (04) : 503 - 526
  • [32] Transition density estimates for diagonal systems of SDEs driven by cylindrical α-stable processes
    Kulczycki, Tadeusz
    Ryznar, Michal
    ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2018, 15 (02): : 1335 - 1375
  • [33] On Weak Uniqueness for Some Degenerate SDEs by Global Lp Estimates
    Enrico Priola
    Potential Analysis, 2015, 42 : 247 - 281
  • [34] Pathwise Uniqueness for a Class of SPDEs Driven by Cylindrical α-Stable Processes
    Sun, Xiaobin
    Xie, Longjie
    Xie, Yingchao
    POTENTIAL ANALYSIS, 2020, 53 (02) : 659 - 675
  • [35] Pathwise Uniqueness for a Class of SPDEs Driven by Cylindrical α-Stable Processes
    Xiaobin Sun
    Longjie Xie
    Yingchao Xie
    Potential Analysis, 2020, 53 : 659 - 675
  • [36] Convergence Rate of Euler-Maruyama Scheme for SDEs with Holder-Dini Continuous Drifts
    Bao, Jianhai
    Huang, Xing
    Yuan, Chenggui
    JOURNAL OF THEORETICAL PROBABILITY, 2019, 32 (02) : 848 - 871
  • [37] Backward SDEs driven by Gaussian processes
    Bender, Christian
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2014, 124 (09) : 2892 - 2916
  • [38] Quantitative estimates for Lévy driven SDEs with different drifts and applications
    Bao, Jianhai
    Sun, Xiaobin
    Wang, Jian
    Xie, Yingchao
    JOURNAL OF DIFFERENTIAL EQUATIONS, 2024, 398 : 182 - 217
  • [39] Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
    Barbu, Viorel
    Roeckner, Michael
    STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2021, 9 (03): : 702 - 713
  • [40] On Weak Uniqueness for Some Degenerate SDEs by Global L p Estimates
    Priola, Enrico
    POTENTIAL ANALYSIS, 2015, 42 (01) : 247 - 281
12345