Strong existence and uniqueness for stable stochastic differential equations with distributional drift

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

zbMATH Keywords

stochastic differential equationsstrong solutionstable processesregularization by noiseZvonkin transformation

Mathematics Subject Classification ID

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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