Stochastic flows for Lévy processes with Hölder drifts

Zhen-Qing Chen, Renming Song, Xicheng Zhang

In this paper we study the following stochastic differential equation (SDE) in ${\mathbb{R}}^d$: $$\mathrm{d}{X}_t=\mathrm{d}{Z}_t+b(t,X_t)\mathrm{d}t,X_0=x,$$ where $Z$…