Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129997 | Stochastic Processes and their Applications | 2017 | 33 Pages |
Abstract
In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained estimates to prove the pathwise uniqueness of strong solutions for stochastic differential equation driven by Markov process with irregular coefficients, whose generator is a non-local and non-symmetric Lévy type operator.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Longjie Xie,