Weak uniqueness for SDEs driven by supercritical stable processes with Holder drifts

Guohuan Zhao

Weak uniqueness for SDEs driven by supercritical stable processes with Holder drifts

Probability 2020-09-17 v1

Authors: Guohuan Zhao

Abstract

In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical $\alpha$ -stable process(including the rotational symmetric $\alpha-$ stable process) with drift $b$ . The weak well-posedness is proved, provided that the $(1-\alpha)$ -H\"older semi-norm of $b$ is sufficient small.

Keywords

stochastic differential equations delay differential equations stochastic processes

Cite

@article{arxiv.1711.05005,
  title  = {Weak uniqueness for SDEs driven by supercritical stable processes with Holder drifts},
  author = {Guohuan Zhao},
  journal= {arXiv preprint arXiv:1711.05005},
  year   = {2020}
}

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