一类由对称α-稳定过程驱动的动力学SDEs的强噪声正则化

IF 1.2 2区 数学 Q3 STATISTICS & PROBABILITY
Giacomo Lucertini , Stéphane Menozzi , Stefano Pagliarani
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引用次数: 0

摘要

在漂移项的Hölder正则性条件下,我们建立了一类由对称α-稳定过程驱动的具有自主扩散的动力学型简并SDEs的强适定性。我们部分恢复了对弱唯一性最优的Hölder规则的阈值。在一般维数上,我们只考虑α=2,并且需要对漂移的梯度附加一个可积性假设,这个条件由peano型函数满足。在一维情况下,我们不需要任何额外的假设。在多维情况下,证明是基于一阶Zvonkin变换/PDE,而在一维情况下,我们使用二阶Zvonkin/PDE变换和Watanabe-Yamada技术。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric α-stable process under Hölder regularity conditions for the drift term. We partially recover the thresholds for the Hölder regularity that are optimal for weak uniqueness. In general dimension, we only consider α=2 and need an additional integrability assumption for the gradient of the drift: this condition is satisfied by Peano-type functions. In the one-dimensional case we do not need any additional assumption. In the multi-dimensional case, the proof is based on a first-order Zvonkin transform/PDE, while for the one-dimensional case we use a second-order Zvonkin/PDE transform together with a Watanabe–Yamada technique.
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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