On the -dependence of stochastic differential equations with Hölder drift and driven by -stable Lévy processes

DOI10.1016/J.JMAA.2021.125642zbMATH Open1481.60113OpenAlexW3198407312WikidataQ115345863 ScholiaQ115345863MaRDI QIDQ2236052FDOQ2236052

Authors: Xian-Ming Liu 

Publication date: 22 October 2021

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2021.125642

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zbMATH Keywords

weak convergencestrong convergencetightnesssubordinated Brownian motion\( \alpha \)-stable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Singular Brownian diffusion processes
• The Dirichlet problem for stable-like operators and related probabilistic representations
• Ergodicity of stochastic differential equations with jumps and singular coefficients
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Cited In (6)

• On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes
• Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes
• The \(\alpha\)-dependence of stochastic differential equations driven by variants of \(\alpha \)-stable processes
• Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise
• The \(\alpha \)-dependence of the invariant measure of stochastic real Ginzburg-Landau equation driven by \(\alpha \)-stable Lévy processes
• Small mass limit for stochastic interacting particle systems with Lévy noise and linear alignment force

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