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.
Stochastic flow for SDEs with jumps and irregular drift term
Priola Enrico
2015-01-01
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.File in questo prodotto:
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