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We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the associated generator under some dimension constraints. Also, when the driving noise is scalar and tempered, we establish density bounds reflecting the multi-scale behavior of the process.
Consider a multidimensional SDE of the form $X_t = x+int_{0}^{t} b(X_{s-})ds+int{0}^{t} f(X_{s-})dZ_s$ where $(Z_s)_{sge 0}$ is a symmetric stable process. Under suitable assumptions on the coefficients the unique strong solution of the above equatio
In this paper, we study the doubly reflected backward stochastic differential equations driven by G-Brownian motion. We show that the solution can be constructed by a family of penalized reflected G-BSDEs with a lower obstacle. The advantage of this
The theory of one-dimensional stochastic differential equations driven by Brownian motion is classical and has been largely understood for several decades. For stochastic differential equations with jumps the picture is still incomplete, and even som
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We establish
In this paper, the discrete parameter expansion is adopted to investigate the estimation of heat kernel for Euler-Maruyama scheme of SDEs driven by {alpha}-stable noise, which implies krylovs estimate and khasminskiis estimate. As an application, the