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

DOI10.1090/proc/14293zbMath1451.60049arXiv1711.05005OpenAlexW2964135864MaRDI QIDQ4644468

Guohuan Zhao

Publication date: 7 January 2019

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

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

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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Some properties of solutions of Itô equations with drift in \(L_{d+1}\) ⋮ Existence of (Markovian) solutions to martingale problems associated with Lévy-type operators ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Weak well-posedness of multidimensional stable driven SDEs in the critical case ⋮ Supercritical SDEs driven by multiplicative stable-like Lévy processes ⋮ Regularity properties of jump diffusions with irregular coefficients

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