Nonlocal elliptic equation in Hölder space and the martingale problem
From MaRDI portal
Publication:2074462
DOI10.1016/j.jde.2022.01.025zbMath1497.60077arXiv1907.00588OpenAlexW4220993187MaRDI QIDQ2074462
Publication date: 10 February 2022
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00588
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (35R09)
Related Items (4)
Multidimensional SDE with distributional drift and Lévy noise ⋮ Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts ⋮ On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure
Cites Work
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes
- Pathwise uniqueness for singular SDEs driven by stable processes
- A frequency localized maximum principle applied to the 2D quasi-geostrophic equation
- Brownian motion with singular drift
- Dini and Schauder estimates for nonlocal fully nonlinear parabolic equations with drifts
- Stochastic flows for Lévy processes with Hölder drifts
- Singular Brownian diffusion processes
- Perturbation of drift-type for Levy processes
- Coupling property and gradient estimates of Lévy processes via the symbol
- Existence of densities for stable-like driven SDEs with Hölder continuous coefficients
- Schauder estimates for a class of non-local elliptic equations
- Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
- Regularity properties of jump diffusions with irregular coefficients
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
- On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
- Schauder estimates for drifted fractional operators in the supercritical case
- The Dirichlet problem for stable-like operators and related probabilistic representations
- Integro-Differential equations with nonlinear directional dependence
- Equivalence of Stochastic Equations and Martingale Problems
- Fourier Analysis and Nonlinear Partial Differential Equations
- Lévy Processes and Stochastic Calculus
- On the differentiability of the solution to an equation with drift and fractional diffusion
- Supercritical SDEs driven by multiplicative stable-like Lévy processes
- Stochastic flow for SDEs with jumps and irregular drift term
- An Extension Problem Related to the Fractional Laplacian
- Stochastic differential equations for Dirichlet processes
This page was built for publication: Nonlocal elliptic equation in Hölder space and the martingale problem