Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients (Q6042662)
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scientific article; zbMATH DE number 7681526
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English | Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients |
scientific article; zbMATH DE number 7681526 |
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Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients (English)
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3 May 2023
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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.
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stable-like processes
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supercritical
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martingale problem
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pathwise uniqueness
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Krylov's estimate
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Zvonkin's transform
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