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zbMATH Open
Article . 2016
Data sources: zbMATH Open
Proceedings of the American Mathematical Society
Article . 2015 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2013
License: arXiv Non-Exclusive Distribution
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Uniqueness of stable processes with drift

Authors: Chen, Zhen-Qing; Wang, Longmin;

Uniqueness of stable processes with drift

Abstract

Suppose that $d\geq1$ and $α\in (1, 2)$. Let $Y$ be a rotationally symmetric $α$-stable process on $\R^d$ and $b$ a $\R^d$-valued measurable function on $\R^d$ belonging to a certain Kato class of $Y$. We show that $\rd X^b_t=\rd Y_t+b(X^b_t)\rd t$ with $X^b_0=x$ has a unique weak solution for every $x\in \R^d$. Let $\sL^b=-(-Δ)^{α/2} + b \cdot \nabla$, which is the infinitesimal generator of $X^b$. Denote by $C^\infty_c(\R^d)$ the space of smooth functions on $\R^d$ with compact support. We further show that the martingale problem for $(\sL^b, C^\infty_c(\R^d))$ has a unique solution for each initial value $x\in \R^d$.

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Keywords

Primary 60H10, 47G20, Secondary 60G52, generator, Probability (math.PR), weak solution, Martingales with continuous parameter, stochastic differential equation, Stochastic ordinary differential equations (aspects of stochastic analysis), Stable stochastic processes, FOS: Mathematics, Kato class, Integro-differential operators, rotationally symmetric \(\alpha\)-stable process, Mathematics - Probability, martingale problem

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
24
Top 10%
Top 10%
Top 10%
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