Singular SDEs with critical non-local and non-symmetric Lévy type generator

DOI10.1016/j.spa.2017.03.014zbMath1395.60066arXiv1610.07698OpenAlexW2539625436MaRDI QIDQ2409005

Longjie Xie

Publication date: 10 October 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.07698

zbMATH Keywords

fundamental solutionpathwise uniquenessnon-local operatorsingular SDEs

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Hölder estimates of mild solutions for nonlocal SPDEs ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Homogenization of non-symmetric jump processes ⋮ Gradient estimates for the fundamental solution of Lévy type operator

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