Stochastic flow for SDEs with jumps and irregular drift term

preprint2014arXivOpen access

Abstract

We consider non-degenerate SDEs with a ββ-Holder continuous and bounded drift term and driven by a Levy noise LL which is of αα-stable type. If α∈[1,2)α\in [1,2) and β∈(1−α2,1)β\in (1 - \fracα{2},1) we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise LL. In our previous paper LL was assumed to be non-degenerate, αα-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes of temperated stable processes.

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