On weak solutions of SDEs with singular time-dependent drift and driven by stable processes

DOI10.1142/S0219493718500132zbMath1386.60202arXiv1512.02689OpenAlexW2963459071MaRDI QIDQ4598557

Peng Jin

Publication date: 21 December 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.02689

zbMATH Keywords

stochastic differential equationresolventweak solutionmartingale problemstable processsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Transition functions, generators and resolvents (60J35)

Related Items

Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Weak well-posedness of multidimensional stable driven SDEs in the critical case ⋮ Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise

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