Strong existence and uniqueness for stable stochastic differential equations with distributional drift
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Publication:2184815
DOI10.1214/19-AOP1358zbMath1461.60039arXiv1801.03473MaRDI QIDQ2184815
O. A. Butkovsky, Leonid Mytnik, Siva R. Athreya
Publication date: 29 May 2020
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.03473
stochastic differential equationsstrong solutionstable processesregularization by noiseZvonkin transformation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52)
Related Items (10)
Noiseless regularisation by noise ⋮ Multidimensional SDE with distributional drift and Lévy noise ⋮ Strong existence and uniqueness for stable stochastic differential equations with distributional drift ⋮ Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations ⋮ On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Stochastic sewing in Banach spaces ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation ⋮ Nonlocal elliptic equation in Hölder space and the martingale problem ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure
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