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As a consequence, we show that, when ${Z}$ is an $\\alpha$-stable-type L\\'evy process with $\\alpha\\in (0, 2)$ and $b$ is bounded and $\\beta$-H\\\"older conti"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1501.04758","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-01-20T10:42:33Z","cross_cats_sorted":["math.AP"],"title_canon_sha256":"7f4383c62b1a521f7c8d562b13671df8598f3f91840732f4ede1eb64ec72b889","abstract_canon_sha256":"22c1e1ba1e800a79b91d4ab461a5d573591e636ddca7df2c992a9b3d25bbc9f5"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:29:02.915994Z","signature_b64":"1kkGVoiQLxtJ1fVFv5tfnelC/ZWPHbL50FWfjUzfUngg1S9SHbP3WfLljJwRgocYKxZhZBvrMV+/lTz3rwfxDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"53f2e79dfcbcf34e21deb9f966cc5df75d23ab6f7a8141545c6ec9ff2a58e9d5","last_reissued_at":"2026-05-18T02:29:02.915523Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:29:02.915523Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Stochastic flows for L\\'evy processes with H\\\"{o}lder drifts","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.AP"],"primary_cat":"math.PR","authors_text":"Renming Song, Xicheng Zhang, Zhen-Qing Chen","submitted_at":"2015-01-20T10:42:33Z","abstract_excerpt":"In this paper we study the following stochastic differential equation (SDE) in ${\\mathbb R}^d$: $$ \\mathrm{d} X_t= \\mathrm{d} Z_t + b(t, X_t)\\mathrm{d} t, \\quad X_0=x, $$ where $Z$ is a L\\'evy process. 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