PATHWISE UNIQUENESS FOR SINGULAR SDEs DRIVEN BY STABLE PROCESSES
نویسنده
چکیده
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symmetric α-stable Lévy processes with values in Rd having a bounded and β-Hölder continuous drift term. We assume β > 1− α/2 and α ∈ [1, 2). The proof requires analytic regularity results for the associated integro-differential operators of Kolmogorov type. We also study differentiability of solutions with respect to initial conditions and the homeomorphism property.
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