اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدOn semimartingale local time inequalities and applications in SDEs
101
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Using the balayage formula, we prove an inequality between the measures associated to local times of semimartingales. Our result extends the comparison theorem of local times of Ouknine $(1988)$, which is useful in the study of stochastic differential equations. The inequality presented in this paper covers the discontinuous case. Moreover, we study the pathwise uniqueness of some stochastic differential equations involving local time of unknown process.
قيم البحث
اقرأ أيضاً
We provide a rather general perfection result for crude local semi-flows taking values in a Polish space showing that a crude semi-flow has a modification which is a (perfect) local semi-flow which is invariant under a suitable metric dynamical syste
m. Such a (local) semi-flow induces a (local) random dynamical system. Then we show that this result can be applied to several classes of stochastic differential equations driven by semimartingales with stationary increments such as equations with locally monotone coefficients and equations with singular drift. For these examples it was previously unknown whether they generate a (local) random dynamical system or not.
The Harnack and log Harnack inequalities for stochastic differential equation driven by $G$-Brownian motion with multiplicative noise are derived by means of coupling by change of mesure. All of the above results extend the existing ones in the linea
r expectation setting. Moreover, the gradient estimate generalize the nonlinear results appeared in [11].
We establish Harnack inequality and shift Harnack inequality for stochastic differential equation driven by $G$-Brownian motion. As applications, the uniqueness of invariant linear expectations and estimates on the $sup$-kernel are investigated, wher
e the $sup$-kernel is introduced in this paper for the first time.
We prove the unique weak solvability of time-inhomogeneous stochastic differential equations with additive noises and drifts in critical Lebsgue space $L^q([0,T]; L^{p}(mathbb{R}^d))$ with $d/p+2/q=1$. The weak uniqueness is obtained by solving corre
sponding Kolmogorovs backward equations in some second order Sobolev spaces, which is analytically interesting in itself.
We first give a characterization of the L^1-transportation cost-information inequality on a metric space and next find some appropriate sufficient condition to transportation cost-information inequalities for dependent sequences. Applications to random dynamical systems and diffusions are studied.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
