Uniqueness of stable-like processes
Probability
2016-04-12 v1 Analysis of PDEs
Abstract
In this work we consider the following -stable-like operator (a class of pseudo-differential operator) where the L\'evy measure is comparable with a non-degenerate -stable-type L\'evy measure (possibly singular), and is a bounded and nondegenerate matrix-valued function. Under H\"older assumption on and uniformly continuity assumption on , we show the well-posedness of martingale problem associated with the operator . Moreover, we also obtain the existence-uniqueness of strong solutions for the associated SDE when belongs to the first order Sobolev space provided and is a non-degenerate -stable-type L\'evy measure.
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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