Stochastic flow for SDEs with jumps and irregular drift term

2014/05/11 by Priola, Enrico · 1 citation
#Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1405.2575

Abstract

We consider non-degenerate SDEs with a β-Holder continuous and bounded drift term and driven by a Levy noise L which is of α-stable type. If α∈ [1,2) and β∈ (1 - \fracα2,1) 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, α-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes of temperated stable processes.

Cited by

• Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by α-stable Lévy Process

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