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Holder continuity of semigroups for time changed symmetric stable processes
Luo Dejun1; Wang Jian2
2016
Source PublicationFrontiers of Mathematics in China
ISSN1673-3452
Volume11Issue:1Pages:109
AbstractLet (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.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/21377
Collection应用数学研究所
Affiliation1.中国科学院数学与系统科学研究院
2.福建师范大学
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.
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.
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