Pathwise uniqueness for singular SDEs driven by stable processes

zbMath1254.60063arXiv1005.4237MaRDI QIDQ436052

Enrico Priola

Publication date: 28 July 2012

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4237

zbMATH Keywords

stochastic differential equationsresolvent equationLévy processstable processespathwise uniquenesshomeomorphismsHölder continuous

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

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