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

Published 14 Nov 2017 in math.PR | (1711.05005v1)

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

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Guohuan Zhao

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