PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES

@inproceedings{Priola2010PATHWISEUF,
  title={PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES},
  author={Enrico Priola},
  year={2010}
}
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symmetric α-stable Lévy processes with values in Rd having a bounded and β-Hölder continuous drift term. We assume β > 1− α/2 and α ∈ [1, 2). The proof requires analytic regularity results for the associated integro-differential operators of Kolmogorov type. We also study differentiability of solutions with respect to initial conditions and the homeomorphism property. 

From This Paper

Figures, tables, results, connections, and topics extracted from this paper.
8 Extracted Citations
23 Extracted References
Similar Papers

Referenced Papers

Publications referenced by this paper.
Showing 1-10 of 23 references

Lévy processes and stochastic calculus, Cambridge Studies in Advanced Mathematics 93

  • D. Applebaum
  • 2004
Highly Influential
10 Excerpts

Stochastic differential equations based on Lévy processes and stochastic flows of diffeomorphisms, Real and stochastic analysis, Trends Math., Birkhäuser

  • H. Kunita
  • 2004
Highly Influential
5 Excerpts

Flandoli : Pathwise uniqueness and continuous dependence for SDEs with nonregular drift

  • F. E. Fedrizzi
  • 2010
1 Excerpt

Flandoli : Pathwise uniqueness for a class of SDE in Hilbert spaces and applications

  • F. G. Da Prato
  • J. Funct. Anal
  • 2010
1 Excerpt

Perturbation of drift - type for Lévy processes

  • M. Tsuchiya Tanaka, S. Watanabe
  • J . Math . Kyoto Univ .
  • 2010

Well - posedness of the transport equation by stochastic perturbation

  • T. Martinez
  • Invent . Math .
  • 2010

Interpolation theory. Second edition, Lecture Notes

  • A. Lunardi
  • Scuola Normale Superiore di Pisa (New Series…
  • 2009
1 Excerpt

Schauder estimates for a class of degenerate Kolmogorov equations

  • E. Priola
  • Studia Math
  • 2009

Systems of equations driven by stable processes

  • Z. Q. Chen
  • Probab . Theory Related Fields
  • 2009

Similar Papers

Loading similar papers…