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Holder continuity of semigroups for time changed symmetric stable processes
Luo, Dejun1; Wang, Jian2
2016-02-01
Source PublicationFRONTIERS OF MATHEMATICS IN CHINA
ISSN1673-3452
Volume11Issue:1Pages:109-121
AbstractLet (Z (t) ) (ta (c) 3/40) be a one-dimensional symmetric alpha-stable process with alpha a (0, 2), and let sigma be a bounded (from above and from below) and 1/(alpha a 1)-Holder continuous function on a"e. Consider the stochastic differential equation dX (t) = sigma(X (t-))dZ (t) , which admits a unique strong solution. By using the splitting technique and the coupling method, we derive the Holder continuity of the associated semigroup.
KeywordSymmetric stable process time-change Holder continuity coupling
DOI10.1007/s11464-015-0501-z
Language英语
Funding ProjectKey Laboratory of Random Complex Structures and Data Sciences, Chinese Academy of Sciences[2008DP173182] ; National Natural Science Foundation of China[11571347] ; National Natural Science Foundation of China[11201073] ; National Natural Science Foundation of China[11522106] ; Academy of Mathematics and Systems Science[Y129161ZZ1] ; National Science Foundation of Fujian Province[2015J01003] ; Program for Nonlinear Analysis and Its Applications[IRTL1206]
WOS Research AreaMathematics
WOS SubjectMathematics
WOS IDWOS:000365760000008
PublisherHIGHER EDUCATION PRESS
Citation statistics
Cited Times:1[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/21377
Collection中国科学院数学与系统科学研究院
Affiliation1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
Recommended Citation
GB/T 7714
Luo, Dejun,Wang, Jian. Holder continuity of semigroups for time changed symmetric stable processes[J]. FRONTIERS OF MATHEMATICS IN CHINA,2016,11(1):109-121.
APA Luo, Dejun,&Wang, Jian.(2016).Holder continuity of semigroups for time changed symmetric stable processes.FRONTIERS OF MATHEMATICS IN CHINA,11(1),109-121.
MLA Luo, Dejun,et al."Holder continuity of semigroups for time changed symmetric stable processes".FRONTIERS OF MATHEMATICS IN CHINA 11.1(2016):109-121.
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