On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs

DOI10.1214/18-AIHP914zbMath1426.60071arXiv1611.06341WikidataQ114060558 ScholiaQ114060558MaRDI QIDQ2320399

Nicolas Fournier, Li-Ping Xu

Publication date: 22 August 2019

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06341

zbMATH Keywords

weak solutionexistence and uniquenessjumping SDEsnon-local PDEs

Mathematics Subject Classification ID

Related Items (2)

Superposition principle for non-local Fokker-Planck-Kolmogorov operators ⋮ Limit theorems of SDEs driven by Lévy processes and application to nonlinear filtering problems

Cites Work

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• Stopping times and tightness
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• Uniqueness and propagation of chaos for the Boltzmann equation with moderately soft potentials
• Theory of stochastic differential equations with jumps and applications.
• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Probabilistic treatment of the Boltzmann equation of Maxwellian molecules

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