中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Holder continuity of semigroups for time changed symmetric stable processes

文献类型:期刊论文

作者Luo, Dejun1; Wang, Jian2; Luo Dejun
刊名FRONTIERS OF MATHEMATICS IN CHINA
出版日期2016-02-01
卷号11期号:1页码:109-121
关键词Symmetric stable process time-change Holder continuity coupling
ISSN号1673-3452
DOI10.1007/s11464-015-0501-z
英文摘要Let (Z (t) ) (ta (c) 3/40) be a one-dimensional symmetric alpha-stable process with alpha a (0, 2), and let sigma be a bounded (from above and from below) and 1/(alpha a 1)-Holder continuous function on a"e. Consider the stochastic differential equation dX (t) = sigma(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.
资助项目Key Laboratory of Random Complex Structures and Data Sciences, Chinese Academy of Sciences[2008DP173182] ; National Natural Science Foundation of China[11571347] ; National Natural Science Foundation of China[11201073] ; National Natural Science Foundation of China[11522106] ; Academy of Mathematics and Systems Science[Y129161ZZ1] ; National Science Foundation of Fujian Province[2015J01003] ; Program for Nonlinear Analysis and Its Applications[IRTL1206]
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000365760000008
出版者HIGHER EDUCATION PRESS
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/21376]  
专题应用数学研究所
通讯作者Wang, Jian
作者单位1.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China
2.Fujian Normal Univ, Sch Math & Comp Sci, Fuzhou 350007, Peoples R China
推荐引用方式
GB/T 7714
Luo, Dejun,Wang, Jian,Luo Dejun. Holder continuity of semigroups for time changed symmetric stable processes[J]. FRONTIERS OF MATHEMATICS IN CHINA,2016,11(1):109-121.
APA Luo, Dejun,Wang, Jian,&Luo Dejun.(2016).Holder continuity of semigroups for time changed symmetric stable processes.FRONTIERS OF MATHEMATICS IN CHINA,11(1),109-121.
MLA Luo, Dejun,et al."Holder continuity of semigroups for time changed symmetric stable processes".FRONTIERS OF MATHEMATICS IN CHINA 11.1(2016):109-121.

入库方式: OAI收割

来源:数学与系统科学研究院

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