English

Uniqueness of stable-like processes

Probability 2016-04-12 v1 Analysis of PDEs

Abstract

In this work we consider the following α\alpha-stable-like operator (a class of pseudo-differential operator) Lf(x):=Rd[f(x+σxy)f(x)1α[1,2)1y1σxyf(x)]νx(dy), {\mathscr L} f(x):=\int_{\mathbb R^d}[f(x+\sigma_x y)-f(x)-1_{\alpha\in[1,2)}1_{|y|\leq 1}\sigma_x y\cdot\nabla f(x)]\nu_x(d y), where the L\'evy measure νx(dy)\nu_x(d y) is comparable with a non-degenerate α\alpha-stable-type L\'evy measure (possibly singular), and σx\sigma_x is a bounded and nondegenerate matrix-valued function. Under H\"older assumption on xνx(dy)x\mapsto\nu_x(d y) and uniformly continuity assumption on xσxx\mapsto\sigma_x, we show the well-posedness of martingale problem associated with the operator L\mathscr L. Moreover, we also obtain the existence-uniqueness of strong solutions for the associated SDE when σ\sigma belongs to the first order Sobolev space W1,p(Rd)\mathbb W^{1,p}(\mathbb R^d) provided p>d(1+α1)p>d(1+\alpha\vee 1) and νx=ν\nu_x=\nu is a non-degenerate α\alpha-stable-type L\'evy measure.

Keywords

Cite

@article{arxiv.1604.02681,
  title  = {Uniqueness of stable-like processes},
  author = {Zhen-Qing Chen and Xicheng Zhang},
  journal= {arXiv preprint arXiv:1604.02681},
  year   = {2016}
}

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R2 v1 2026-06-22T13:28:49.613Z