Stochastic flow for SDEs with jumps and irregular drift term

DOI10.4064/BC105-0-12zbMATH Open1322.60095OpenAlexW2963658335MaRDI QIDQ5265542FDOQ5265542

Authors E. Priola 

Publication date 28 July 2015

Published in Banach Center Publications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1405.2575

zbMATH Keywords

jumpsstochastic differential equationsstochastic flowtempered stable processestruncated stable processesLévy noise

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) Ordinary differential equations and systems with randomness (34F05) Stable stochastic processes (60G52)

Abstract: We consider non-degenerate SDEs with a $$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $alpha$-stable type. If $alphain[1,2)$ and $$ we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise $L$. In our previous paper $L$ was assumed to be non-degenerate, $alpha$-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes of temperated stable processes.

Recommendations

• Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
• Stochastic flows and jump-diffusions
• Integrability and regularity of the flow of stochastic differential equations with jumps
• Stochastic flows of diffeomorphisms for one-dimensional SDE with discontinuous drift
• Flows for singular stochastic differential equations with unbounded drifts
• On differentiability of stochastic flow for a multidimensional SDE with discontinuous drift
• Stochastic flows for SDEs with non-Lipschitz coefficient.
• scientific article; zbMATH DE number 956698
• Stochastic differential equations with critically irregular drift coefficients
• Decomposition of stochastic flows generated by Stratonovich SDEs with jumps

Cited in

(26)

• scientific article; zbMATH DE number 6255452 (Why is no real title available?)
• Drift reduction method for SDEs driven by heterogeneous singular Lévy noise
• Nonlocal elliptic equation in Hölder space and the martingale problem
• Schauder estimates for Poisson equations associated with non-local Feller generators
• Sandwiched SDEs with unbounded drift driven by Hölder noises
• Regularity properties of jump diffusions with irregular coefficients
• On some properties of space inverses of stochastic flows
• Ergodicity of stochastic differential equations with jumps and singular coefficients
• Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift
• Stochastic differential equations with Hölder-Dini drift and driven by \(\alpha\)-stable processes
• Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
• Singular SDEs with critical non-local and non-symmetric Lévy type generator
• On some smoothening effects of the transition semigroup of a Lévy process
• Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
• Quasi-invariance of the stochastic flow associated to Itô's SDE with singular time-dependent drift
• Davie's type uniqueness for a class of SDEs with jumps
• Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
• Stochastic flows for Lévy processes with Hölder drifts
• Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
• Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
• On the tangent flow of a stochastic differential equation with fast drift
• On classical solutions of linear stochastic integro-differential equations
• Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
• Supercritical SDEs driven by multiplicative stable-like Lévy processes
• Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises

This page was built for publication: Stochastic flow for SDEs with jumps and irregular drift term

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5265542)