演讲者：金鹏
时间：2016-09-06 16:10-17:10
地点：科教服务中心706
Let d ≥ 2. In this talk, we consider weak solutions for the following type of stochastic differential equation
X0 = x, dXt = dSt + b(s + t, Xt)dt, t ≥ 0,
where (s, x) ∈ R+ × Rd is the initial starting point, b : R+ × Rd → Rd is measurable, and S = (St)t≥0 is a d-dimensional α-stable process with index α ∈ (1, 2). We show that if the α-stable process S is non-degenerate and
b ∈ L∞loc(R+; L∞(Rd)) + Lqloc(R+; L p(Rd))
for some p, q > 0 with d/p + α/q <α − 1, then the above SDE has a unique weak solution for every starting point (s, x) ∈ R+ × Rd.
