Supercritical SDEs driven by multiplicative stable-like Lévy processes

DOI10.1090/TRAN/8343MaRDI QIDQ5158093zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

stochastic differential equationBesov spaceZvonkin's transformLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (35R09)

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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
• Nonlocal elliptic equation in Hölder space and the martingale problem
• Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts
• 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

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