Stable Processes With Drift on the Line
نویسندگان
چکیده
منابع مشابه
Uniqueness of Stable Processes with Drift
Suppose that d ≥ 1 and α ∈ (1, 2). Let Y be a rotationally symmetric α-stable process on R and b an R-valued measurable function on R belonging to a certain Kato class of Y . We show that dX t = dYt + b(X b t )dt with X b 0 = x has a unique weak solution for every x ∈ R. Let L = −(−∆) + b · ∇, which is the infinitesimal generator of X. Denote by C∞ c (R) the space of smooth functions on R with ...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1989
ISSN: 0002-9947
DOI: 10.2307/2001430