Supercritical SDEs driven by multiplicative stable-like Lévy processes
From MaRDI portal
Publication:5158093
DOI10.1090/tran/8343OpenAlexW3196373524MaRDI QIDQ5158093
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
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (35R09)
Related Items
Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts ⋮ On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling ⋮ Nonlocal elliptic equation in Hölder space and the martingale problem ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ Feller generators with measurable lower order terms ⋮ Heat kernel of supercritical nonlocal operators with unbounded drifts
Cites Work
- Heat kernels and analyticity of non-symmetric jump diffusion semigroups
- 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
- Systems of equations driven by stable processes
- On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
- Stochastic flows for Lévy processes with Hölder drifts
- Strong solutions of stochastic equations with singular time dependent drift
- On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations of jump type
- Perturbation of drift-type for Levy processes
- 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
- A new Bernstein's inequality and the 2D dissipative quasi-geostrophic equation
- Stochastic differential equations driven by stable processes for which pathwise uniqueness fails
- Multidimensional diffusion processes.
- Uniqueness of stable processes with drift
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Fourier Analysis and Nonlinear Partial Differential Equations
- [https://portal.mardi4nfdi.de/wiki/Publication:4043914 Diffusion processes associated with L�vy generators]
- Weak uniqueness for SDEs driven by supercritical stable processes with Hölder drifts
- On multidimensional stable processes with locally unbounded drift
- Some perturbations of drift-type for symmetric stable processes
- On the differentiability of the solution to an equation with drift and fractional diffusion
- Stochastic flow for SDEs with jumps and irregular drift term
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
