Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations

DOI10.1007/s10959-021-01114-4OpenAlexW3183679866WikidataQ115382008 ScholiaQ115382008MaRDI QIDQ2677004

Fabian A. Harang, Chengcheng Ling

Publication date: 29 September 2022

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.01093

zbMATH Keywords

stochastic differential equationsoccupation measurelocal timeLévy processYoung integralVolterra processregularization by noisestochastic sewing lemma

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-partial differential equations (35R09)

Related Items (5)

Sobolev regularity of occupation measures and paths, variability and compositions ⋮ Regularisation by fractional noise for one-dimensional differential equations with distributional drift ⋮ A pathwise regularization by noise phenomenon for the evolutionary \(p\)-Laplace equation ⋮ Stochastic sewing in Banach spaces ⋮ Regularization of multiplicative SDEs through additive noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Averaging along irregular curves and regularisation of ODEs
• Pathwise uniqueness for singular SDEs driven by stable processes
• Noiseless regularisation by noise
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Spectral representations of infinitely divisible processes
• Local nondeterminism and local times for stable processes
• Davie's type uniqueness for a class of SDEs with jumps
• Strong solutions of stochastic equations with singular time dependent drift
• A stochastic sewing lemma and applications
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift
• On the convergence of stochastic transport equations to a deterministic parabolic one
• Tangential limits for harmonic functions with respect to \(\phi(\Delta)\): stable and beyond
• Properties of local-nondeterminism of Gaussian and stable random fields and their applications
• Occupation times for smooth stationary processes
• Fourier Analysis and Nonlinear Partial Differential Equations
• REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
• Lévy Processes and Stochastic Calculus
• Weak well-posedness of multidimensional stable driven SDEs in the critical case
• Multidimensional stochastic differential equations with distributional drift
• Nonlinear Young integrals and differential systems in Hölder media
• Local nondeterminism and local times of Gaussian processes
• A course on rough paths. With an introduction to regularity structures
• Stochastic differential equations for Dirichlet processes

This page was built for publication: Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations