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.
2015
Stochastic Analysis. Special volume in honour of Jerzy Zabczyk
Esperti anonimi
Inglese
105
197
214
18
978-83-86806-28-7
POLONIA
stochastic differential equations with jumps; irregular drift term; path-wise uniqueness; Lévy processes.
http://arxiv.org/abs/1405.2575
2 Contributo in Volume::2.1 Contributo in volume (Capitolo o Saggio)
1
268
none
Priola, Enrico
info:eu-repo/semantics/bookPart
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/1251246
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