Stochastic flow for SDEs with jumps and irregular drift term

DOI10.4064/BC105-0-12zbMATH Open1322.60095arXiv1405.2575OpenAlexW2963658335MaRDI QIDQ5265542FDOQ5265542

E. Priola

Publication date: 28 July 2015

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

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.

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

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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)

Cited In (24)

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• Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
• Stochastic flows for Lévy processes with Hölder drifts

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