Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients (Q6042662): Difference between revisions

The authors consider the time-dependent stable-like operator \(\mathcal L_t\) with drift. Applying the Littlewood-Paley theory, they establish the well-posedness for the martingale problem associated with \(\mathcal L_t\), under a sharp balance condition. They also prove the pathwise uniqueness of strong solutions for stochastic differential equations driven by Markov processes with generators of the form \(\mathcal L_t\), when the coefficients are in certain Besov spaces.