Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts

DOI10.1090/PROC/14293zbMATH Open1451.60049arXiv1711.05005OpenAlexW2964135864MaRDI QIDQ4644468FDOQ4644468

Authors: Guohuan Zhao 

Publication date: 7 January 2019

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Abstract: In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $alpha$-stable process(including the rotational symmetric $alpha-$stable process) with drift $b$. The weak well-posedness is proved, provided that the $(1-alpha)$-H"older semi-norm of $b$ is sufficient small.

Full work available at URL: https://arxiv.org/abs/1711.05005

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zbMATH Keywords

stochastic differential equationviscosity solutionmartingale problem\(\alpha\)-stable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)

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Cited In (14)

• On the supercritical fractional diffusion equation with Hardy-type drift
• Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
• Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
• Supercritical SDEs driven by multiplicative stable-like Lévy processes
• Form-boundedness and SDEs with singular drift
• Regularity properties of jump diffusions with irregular coefficients
• Weak regularization by stochastic drift: result and counter example
• Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts
• Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators
• Stochastic differential equations with Hölder-Dini drift and driven by \(\alpha\)-stable processes
• Hitting properties and non-uniqueness for SDEs driven by stable processes
• Weak well-posedness of multidimensional stable driven SDEs in the critical case
• Heat kernel of supercritical nonlocal operators with unbounded drifts
• Some properties of solutions of Itô equations with drift in \(L_{d+1}\)

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