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

preprint2017arXivOpen access

Abstract

In this paper, we investigate stochastic differential equations(SDEs) driven by a class of supercritical αα-stable process(including the rotational symmetric α−α-stable process) with drift bb. The weak well-posedness is proved, provided that the (1−α)(1-α)-Hölder semi-norm of bb is sufficient small.

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