holder continuity of semigroups for ;ime changed symmetric stable processes
holder continuity of semigroups for;ime changed symmetric stable processes作者机构:Institute of Applied Mathematics Academy of Mathematics and Systems Science Chinese Academy of Sciences Beijing 100190 China School of Mathematics and Computer Science Fujian Normal University Fuzhou 350007 China
出 版 物:《Frontiers of Mathematics in China》 (中国高等学校学术文摘·数学(英文))
年 卷 期:2016年第11卷第1期
页 面:109-121页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学] 070101[理学-基础数学]
基 金:The authors were indebted to the referees for their helpful comments and careful corrections. The first author's work was supported by the Key Laboratory of Random Complex Structures and Data Sciences Chinese Academy of Sciences (2008DP173182) the National Natural Science Foundation of China (Grant No. 11571347) and Academy of Mathematics and Systems Science (Y129161ZZ1). The second author's work was supported by the National Natural Science Foundation of China (Grant Nos. 11201073 and 11522106) the National Science Foundation of Fujian Province (2015J01003) and the Program for Nonlinear Analysis and Its Applications (IRTL1206)
主 题:Symmetric stable process time-change Holder continuity coupling
摘 要:Let (Zt)t≥o be a one-dimensional symmetric α-stable process with α ∈ (0, 2), and let a be a bounded (from above and from below) and 1/(α V 1)- Holder continuous function on R. Consider the stochastic differential equation dXt = σ(Xt-)dZt, which admits a unique strong solution. By using the splitting technique and the coupling method, we derive the HSlder continuity of the associated semigroup.