Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients

DOI10.1016/j.spa.2023.04.012arXiv2107.04325OpenAlexW4366393627MaRDI QIDQ6170362

Stéphane Menozzi, Lorenzo Marino

Publication date: 12 July 2023

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

Full work available at URL: https://arxiv.org/abs/2107.04325

zbMATH Keywords

degenerate Lévy driven SDEsPeano counter-examplewell-posedness of martingale problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Degenerate parabolic equations (35K65) Ordinary differential equations and systems with randomness (34F05) Integro-partial differential equations (35R09)

Related Items (1)

Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential

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