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

Zhao, Guohuan

doi:10.1090/proc/14293

Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
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Proc. Amer. Math. Soc. 147 (2019), 849-860 Request permission

Abstract:

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

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