Consider the following time-dependent stable-like operator with drift where , is an -stable type L'evy measure with and , is a real-valued Borel function on and is an -valued Borel function on . By using the Littlewood-Paley theory, we establish the well-posedness for the martingale problem associated with under the sharp balance condition , where is the H"older index of with respect to . Moreover, we also study a class of stochastic differential equations driven by Markov processes with generators of the form . We prove the pathwise uniqueness of strong solutions for such equations when the coefficients are in certain Besov spaces.

生成讲解博客的中文版本

生成AI智能校验的中文版本