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

页码：849 / 860

页数：12

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