Stochastic flow for SDEs with jumps and irregular drift term

Enrico Priola. "Stochastic flow for SDEs with jumps and irregular drift term." Banach Center Publications 105.1 (2015): 193-210. <http://eudml.org/doc/282424>.

@article{EnricoPriola2015,
abstract = {We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and driven by a Lévy noise L which is of α-stable type. If β > 1 - α/2 and α ∈ [1,2), 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 tempered stable processes.},
author = {Enrico Priola},
journal = {Banach Center Publications},
keywords = {stochastic differential equations; jumps; Lévy noise; stochastic flow; truncated stable processes; tempered stable processes},
language = {eng},
number = {1},
pages = {193-210},
title = {Stochastic flow for SDEs with jumps and irregular drift term},
url = {http://eudml.org/doc/282424},
volume = {105},
year = {2015},
}

TY - JOUR
AU - Enrico Priola
TI - Stochastic flow for SDEs with jumps and irregular drift term
JO - Banach Center Publications
PY - 2015
VL - 105
IS - 1
SP - 193
EP - 210
AB - We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and driven by a Lévy noise L which is of α-stable type. If β > 1 - α/2 and α ∈ [1,2), 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 tempered stable processes.
LA - eng
KW - stochastic differential equations; jumps; Lévy noise; stochastic flow; truncated stable processes; tempered stable processes
UR - http://eudml.org/doc/282424
ER -