论文标题
与伏特拉 - 莱维工艺相关的本地时代的规律性和随机微分方程的路径正则化
Regularity of Local times associated to Volterra-Lévy processes and path-wise regularization of stochastic differential equations
论文作者
论文摘要
We investigate the space-time regularity of the local time associated to Volterra-Lévy processes, including Volterra processes driven by $α$-stable processes for $α\in(0,2]$. We show that the spatial regularity of the local time for Volterra-Lévy process is $P$-a.s. inverse proportionally to the singularity of the associated Volterra kernel. We apply our results to the investigation of path-wise regularizing通过volterra-lévy的过程，通过[15]的线条，通过伏特拉河的ver射线\ odes获得的效果，我们显示了与此类方程相关的流动的存在，独特性和不同的流量。
We investigate the space-time regularity of the local time associated to Volterra-Lévy processes, including Volterra processes driven by $α$-stable processes for $α\in(0,2]$. We show that the spatial regularity of the local time for Volterra-Lévy process is $P$-a.s. inverse proportionally to the singularity of the associated Volterra kernel. We apply our results to the investigation of path-wise regularizing effects obtained by perturba\Ption of ODEs by a Volterra-Lévy process which has sufficiently regular local time. Following along the lines of [15], we show existence, uniqueness and differentiablility of the flow associated to such equations.
