Hölder continuity of semigroups for time changed symmetric stable processes

doi:10.1007/s11464-015-0501-z

Frontiers of Mathematics in China

2016, Vol. 11

Issue (1): 109-121 https://doi.org/10.1007/s11464-015-0501-z

本期目录

Hölder continuity of semigroups for time changed symmetric stable processes

Dejun LUO¹,Jian WANG^2,^*(

)

1. Institute of Applied Mathematics, Academy of Mathematics and Systems Science,Chinese Academy of Sciences, Beijing 100190, China
2. School of Mathematics and Computer Science, Fujian Normal University, Fuzhou 350007,China

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Abstract：

Let(Zt)t≥0be a one-dimensional symmetric α-stable process withα∈(0,2), and letσbe a bounded (from above and from below) and 1/(α∨1)-Hölder continuous function on?. Consider the stochastic differential equationdX=σ(Xt−)dZt,which admits a unique strong solution. By using thesplitting technique and the coupling method, we derive the Hölder continuity of the associated semigroup.

Key words： Symmetric stable process time-change Hölder continuity coupling

收稿日期: 2014-02-24 出版日期: 2015-12-02

Corresponding Author(s): Jian WANG

引用本文:

. [J]. Frontiers of Mathematics in China, 2016, 11(1): 109-121.
Dejun LUO,Jian WANG. Hölder continuity of semigroups for time changed symmetric stable processes. Front. Math. China, 2016, 11(1): 109-121.

链接本文:

https://academic.hep.com.cn/fmc/CN/10.1007/s11464-015-0501-z
https://academic.hep.com.cn/fmc/CN/Y2016/V11/I1/109

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