Well-posedness of density dependent SDE driven by \(\alpha \)-stable process with Hölder drifts

DOI10.1016/j.spa.2023.07.016zbMath1524.60137arXiv2112.06757OpenAlexW4385232837MaRDI QIDQ6048983

Zimo Hao, Mingyan Wu

Publication date: 15 September 2023

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

Full work available at URL: https://arxiv.org/abs/2112.06757

zbMATH Keywords

heat kernelLévy processSchauder's estimatedensity dependent SDE

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)

Related Items (1)

Singular integrals and Feller semigroups with jump phenomena

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