Stochastic differential equations with Holder-Dini drift and driven by α-stable processes

被引：0

作者：

Tian, Rongrong ^{[1
]}

Wei, Jinlong ^{[2
]}

Duan, Jinqiao ^{[3
]}

机构：

[1] Wuhan Univ Technol, Sch Math & Stat, Wuhan 430070, Peoples R China

[2] Zhongnan Univ Econ & Law, Sch Stat & Math, Wuhan 430073, Peoples R China

[3] Great Bay Univ, Coll Sci, Dongguan 523000, Peoples R China

来源：

STOCHASTICS AND DYNAMICS | 2024年 / 24卷 / 05期

基金：

中国国家自然科学基金;

关键词：

Stochastic differential equation; alpha-stable process; fractional Fokker-Planck-Kolmogorov equation; PATHWISE UNIQUENESS; SDES; REGULARITY; EXISTENCE;

D O I：

10.1142/S0219493724500370

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We prove the Holder-Dini regularity for a class of fractional Fokker-Planck-Kolmogorov equations. Then, by applying the Ito-Tanaka trick, we obtain the unique strong solvability of time inhomogeneous stochastic differential equations with drift coefficients in L-t(infinity)(C-b,d(beta,rho)) for beta = 1 - alpha/2 and driven by alpha-stable processes.

引用

页数：22

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