Stochastic flows for Lévy processes with Hölder drifts
نویسندگان
چکیده
منابع مشابه
Stochastic flows for Lévy processes with Hölder drifts
In this paper, we study the following stochastic differential equation (SDE) in R: dXt = dZt + b(t, Xt)dt, X0 = x, where Z is a Lévy process. We show that for a large class of Lévy processes Z and Hölder continuous drift b, the SDE above has a unique strong solution for every starting point x ∈ R . Moreover, these strong solutions form a C-stochastic flow. As a consequence, we show that, when Z...
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ژورنال
عنوان ژورنال: Revista Matemática Iberoamericana
سال: 2018
ISSN: 0213-2230
DOI: 10.4171/rmi/1042