Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
This paper deals with the following stochastic differential equation \[ dX_{t}=F(t,X_{t},Y_{t})dt+dL_{t},\ dY_{t}=G(t,X_{t},Y_{t})+dW_{t},\ X_0=x\in \mathbb{R}^{d_1},\ Y_0=y\in \mathbb{R}^{d_2}, \] where \(d_1,d_2\ge1\), \(F: \mathbb{R}^{+}\times \mathbb{R}^{d_1+d_2}\to \mathbb{R}^{d_1}\) and \(G: \mathbb{R}^{+}\times \mathbb{R}^{d_1+d_2}\to \mathbb{R}^{d_2}\) are measurable functions, \(L_{t}\) is a \(d_1\)-dimensional rotationally symmetric \(\alpha\)-stable process with \(\alpha>1\) and \(W_{t}\) is a \(d_2\)-dimensional standard Brownian motion. The main result of this paper is the following: Assume that for \(T>0\) and \(p,q,r\in (1,\infty)\) satisfying \(d_1/(\alpha p)+d_2/(2q)+1/r<1/2\), and \(\beta\in (0,1)\) with \(\beta>1-\alpha/2\), we have \(F,G\in L^{r}([0,T];L^{q}(\mathbb{R}_{y}^{d_2};H_{p}^{\beta}(\mathbb{R}_{x}^{d_1})))\). Then the considered stochastic differential equation admits a unique strong solution for every initial value \((x,y)\in \mathbb{R}^{d_1+d_2}\).
- Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- Well-posedness of some non-linear stable driven SDEs
- On multidimensional stable-driven stochastic differential equations with Besov drift
- Stochastic differential equations with critical drifts
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDEs
- Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
- Degenerate SDEs in Hilbert spaces with rough drifts
- Ergodicity of stochastic differential equations with jumps and singular coefficients
- Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
- Heat kernels for non-symmetric diffusion operators with jumps
- scientific article; zbMATH DE number 3720745 (Why is no real title available?)
- scientific article; zbMATH DE number 3602126 (Why is no real title available?)
- scientific article; zbMATH DE number 3277871 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- Hölder flow and differentiability for SDEs with nonregular drift
- Lipschitz regularity of solutions for mixed integro-differential equations
- Noise prevents singularities in linear transport equations
- On L_p-estimates for elliptic and parabolic equations with A_p weights
- On the Hörmander-Mihlin theorem for mixed-norm Lebesgue spaces
- On the Strong Solutions of Stochastic Differential Equations
- Parabolic equations with VMO coefficients in Sobolev spaces with mixed norms
- Pathwise uniqueness for singular SDEs driven by stable processes
- Perturbation of drift-type for Levy processes
- Qualitative properties of positive solutions for mixed integro-differential equations
- Regularity of stochastic kinetic equations
- Regularity results and large time behavior for integro-differential equations with coercive Hamiltonians
- Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients
- Stochastic differential equations with coefficients in Sobolev spaces
- Stochastic flow for SDEs with jumps and irregular drift term
- Stochastic Hamiltonian flows with singular coefficients
- Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
- Strong solutions of stochastic equations with singular time dependent drift
- Symmetry results for positive solutions of mixed integro-differential equations
- The heat equation in \(L_{q}((0,T),L_{p})\)-spaces with weights
- Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
- Fast-slow stochastic dynamical system with singular coefficients
- The boundedness of the Calderón-Zygmund operator in Jourńe class in the mixed time-space radial-angular spaces
- Pathwise uniqueness for a class of SPDEs driven by cylindrical \(\alpha \)-stable processes
This page was built for publication: Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2423263)
