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
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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 |
DOI | 10.1007/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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