Holder continuity of semigroups for time changed symmetric stable processes

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	Holder continuity of semigroups for time changed symmetric stable processes
	Luo Dejun1 ; Wang Jian 2
	2016-01-01
发表期刊	Frontiers of Mathematics in China
ISSN	1673-3452
卷号	11 期号:1 页码:109
摘要	Let (Z_t)_(t≥0) be a one-dimensional symmetric α-stable process with α ∈ (0, 2), and let σ be a bounded (from above and from below) and 1/(α ∨ 1)- Holder continuous function on R. Consider the stochastic differential equation dX_t = σ(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.
语种	英语
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21377
专题	应用数学研究所
作者单位	1.中国科学院数学与系统科学研究院 2.福建师范大学
推荐引用方式 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.
APA	Luo Dejun,&Wang Jian.(2016).Holder continuity of semigroups for time changed symmetric stable processes.Frontiers of Mathematics in China,11(1),109.
MLA	Luo Dejun,et al."Holder continuity of semigroups for time changed symmetric stable processes".Frontiers of Mathematics in China 11.1(2016):109.