Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients

DOI10.1016/j.jde.2023.03.007arXiv1806.09033OpenAlexW2913665270MaRDI QIDQ6042662

Renming Song, Longjie Xie

Publication date: 3 May 2023

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.09033

zbMATH Keywords

martingale problempathwise uniquenessKrylov's estimatesupercriticalstable-like processesZvonkin's transform

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stable stochastic processes (60G52) Integro-partial differential equations (35R09)

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