Pathwise uniqueness for singular SDEs driven by stable processes
Dynamical Systems
2010-06-03 v2 Probability
Abstract
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symmetric -stable L\'evy processes with values in having a bounded and -H\"older continuous drift term. We assume and . The proof requires analytic regularity results for associated integro-differential operators of Kolmogorov type. We also study differentiability of solutions with respect to initial conditions and the homeomorphism property.
Keywords
Cite
@article{arxiv.1005.4237,
title = {Pathwise uniqueness for singular SDEs driven by stable processes},
author = {Enrico Priola},
journal= {arXiv preprint arXiv:1005.4237},
year = {2010}
}
Comments
The main change is the new statement (iii) in Theorem 1.1 about differentiability of solutions with respect to initial conditions