Pathwise uniqueness for singular SDEs driven by stable processes
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Abstract: We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symmetric -stable L'evy processes with values in having a bounded and -H"older continuous drift term. We assume and . The proof requires analytic regularity results for associated integro-differential operators of Kolmogorov type. We also study differentiability of solutions with respect to initial conditions and the homeomorphism property.
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