国家数学与交叉科学中心合肥分中心报告会

报告题目：Stochastic Differential Equations with Sobolev Drifts and Driven by $/alpha$-stable Processes

报 告 人：张希承 教授
          武汉大学
 
报告时间：2013年4月3日 星期三   16:00

报告地点：管理科研楼1518室

摘要：In this work we prove the pathwise uniqueness for stochastic differential equations in $/mR^d$ with time-dependent Sobolev drifts, and driven by symmetric $/alpha$-stable processes provided that $/alpha/in(1,2)$ and its spectral measure is non-degenerate. In particular, the drift is allowed to have jump discontinuity when $/alpha/in(/frac{2d}{d+1},2)$. Our proof is based on some estimates of Krylov's type for purely discontinuous semimartingales.

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          国家数学与交叉科学中心合肥分中心

       
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