On multidimensional stable-driven stochastic differential equations with Besov drift
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Publication:2679548
DOI10.1214/22-EJP864MaRDI QIDQ2679548FDOQ2679548
Authors: Stéphane Menozzi, Paul-Eric Chaudru De Raynal 
Publication date: 23 January 2023
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.12263
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Fractional partial differential equations (35R11) Regularization by noise (60H50)
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Cited In (11)
- On Multidimensional stable-driven Stochastic Differential Equations with Besov drift
- Well-posedness of SDEs with drifts in mixed-norm spaces and driven by mixed-noises
- Well-posedness of some non-linear stable driven SDEs
- Kinetic time-inhomogeneous Lévy-driven model
- Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view
- Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
- Form-boundedness and SDEs with singular drift
- Heat kernel estimates for stable-driven SDEs with distributional drift
- Stochastic differential equations with Hölder-Dini drift and driven by \(\alpha\)-stable processes
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- Convergence rate of the Euler-Maruyama scheme applied to diffusion processes with \(L^q - L^{\rho}\) drift coefficient and additive noise
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