Weak well-posedness of multidimensional stable driven SDEs in the critical case

DOI10.1142/S0219493720400043zbMath1456.60143arXiv2001.04211MaRDI QIDQ5133917

Enrico Priola, Stéphane Menozzi, Paul-Eric Chaudru De Raynal

Publication date: 11 November 2020

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

Full work available at URL: https://arxiv.org/abs/2001.04211

zbMATH Keywords

critical casemartingale problemstable driven SDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30)

Related Items (6)

Noiseless regularisation by noise ⋮ Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations ⋮ Regularisation by fractional noise for one-dimensional differential equations with distributional drift ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure ⋮ A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise

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