Stochastic flow for SDEs with jumps and irregular drift term
英文摘要:
We consider non-degenerate SDEs with a $β$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $α$-stable type. If $α\in [1,2)$ and $β\in (1 - \fracα{2},1) $ 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 temperated stable processes.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。