Supercritical SDEs driven by multiplicative stable-like Lévy processes
From MaRDI portal
Publication:5158093
DOI10.1090/TRAN/8343OpenAlexW3196373524MaRDI QIDQ5158093FDOQ5158093
Authors: Xicheng Zhang, Guohuan Zhao, Zhen-Qing Chen 
Publication date: 21 October 2021
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/tran/8343
Recommendations
- Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
- Stochastic flows for Lévy processes with Hölder drifts
- Pathwise uniqueness for singular SDEs driven by stable processes
- On weak solutions of SDEs with singular time-dependent drift and driven by stable processes
- Well-posedness of some non-linear stable driven SDEs
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (35R09)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Fourier analysis and nonlinear partial differential equations
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
- Title not available (Why is that?)
- Diffusion processes associated with L�vy generators
- Title not available (Why is that?)
- Multidimensional diffusion processes.
- Strong solutions of stochastic equations with singular time dependent drift
- On the differentiability of the solution to an equation with drift and fractional diffusion
- Stochastic flow for SDEs with jumps and irregular drift term
- Title not available (Why is that?)
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- Systems of equations driven by stable processes
- A new Bernstein's inequality and the 2D dissipative quasi-geostrophic equation
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
- Pathwise uniqueness for singular SDEs driven by stable processes
- Stochastic homeomorphism flows of SDEs with singular drifts and Sobolev diffusion coefficients
- Perturbation of drift-type for Levy processes
- Uniqueness of stable processes with drift
- Some perturbations of drift-type for symmetric stable processes
- Stochastic flows for Lévy processes with Hölder drifts
- Stochastic functional differential equations driven by Lévy processes and quasi-linear partial integro-differential equations
- Schauder estimates for drifted fractional operators in the supercritical case
- Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
- On multidimensional stable processes with locally unbounded drift
- On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
- Title not available (Why is that?)
- Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
Cited In (18)
- Well-posedness of some non-linear stable driven SDEs
- Kinetic time-inhomogeneous Lévy-driven model
- Schauder estimates for nonlocal equations with singular Lévy measures
- Drift reduction method for SDEs driven by heterogeneous singular Lévy noise
- Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift
- Heat kernel estimates for stable-driven SDEs with distributional drift
- Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts
- Nonlocal elliptic equation in Hölder space and the martingale problem
- Explicit results for ergodic properties of SDEs driven by cylindrical symmetric stable noise
- Stochastic differential equations with Hölder-Dini drift and driven by \(\alpha\)-stable processes
- On multidimensional stable-driven stochastic differential equations with Besov drift
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- Stable branching super-Lévy process as the pathwise unique solution to an SPDE
- Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling
- Feller generators with measurable lower order terms
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- Heat kernel of supercritical nonlocal operators with unbounded drifts
- Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
This page was built for publication: Supercritical SDEs driven by multiplicative stable-like Lévy processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5158093)
