English

Uniqueness of Stable Processes with Drift

Probability 2013-09-26 v1

Abstract

Suppose that d1d\geq1 and α(1,2)\alpha\in (1, 2). Let YY be a rotationally symmetric α\alpha-stable process on Rd\R^d and bb a Rd\R^d-valued measurable function on Rd\R^d belonging to a certain Kato class of YY. We show that \rdXtb=\rdYt+b(Xtb)\rdt\rd X^b_t=\rd Y_t+b(X^b_t)\rd t with X0b=xX^b_0=x has a unique weak solution for every xRdx\in \R^d. Let \sLb=(Δ)α/2+b\sL^b=-(-\Delta)^{\alpha/2} + b \cdot \nabla, which is the infinitesimal generator of XbX^b. Denote by Cc(Rd)C^\infty_c(\R^d) the space of smooth functions on Rd\R^d with compact support. We further show that the martingale problem for (\sLb,Cc(Rd))(\sL^b, C^\infty_c(\R^d)) has a unique solution for each initial value xRdx\in \R^d.

Cite

@article{arxiv.1309.6414,
  title  = {Uniqueness of Stable Processes with Drift},
  author = {Zhen-Qing Chen and Longmin Wang},
  journal= {arXiv preprint arXiv:1309.6414},
  year   = {2013}
}
R2 v1 2026-06-22T01:33:35.290Z