Stochastic differential equations with Hölder-Dini drift and driven by \(\alpha\)-stable processes

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stable stochastic processes (60G52) Fractional partial differential equations (35R11)

Cites Work

Title not available (Why is that?)
A nonlocal Fokker-Planck equation for non-Gaussian stochastic dynamical systems
Heat kernels and analyticity of non-symmetric jump diffusion semigroups
Pathwise uniqueness for singular SDEs driven by stable processes
Existence and regularity of a linear nonlocal Fokker-Planck equation with growing drift
Ten equivalent definitions of the fractional Laplace operator
Well-posedness of the transport equation by stochastic perturbation
Gradient estimates and applications for SDEs in Hilbert space with multiplicative noise and Dini continuous drift
A Hölder regularity theory for a class of non-local elliptic equations related to subordinate Brownian motions
Davie's type uniqueness for a class of SDEs with jumps
Strong solutions of stochastic equations with singular time dependent drift
Perturbation of drift-type for Levy processes
On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
Noise prevents singularities in linear transport equations
Stochastic regularization for transport equations
Stochastic transport equation with bounded and Dini continuous drift
Strong existence and uniqueness for stable stochastic differential equations with distributional drift
Supports for degenerate stochastic differential equations with jumps and applications
On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients
Schauder estimates for drifted fractional operators in the supercritical case
On multidimensional stable-driven stochastic differential equations with Besov drift
Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
Lévy Processes and Stochastic Calculus
A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
The Dirichlet problem for nonlocal elliptic equations
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises
Weak well-posedness of multidimensional stable driven SDEs in the critical case
Supercritical SDEs driven by multiplicative stable-like Lévy processes
Well-posedness for the fractional Fokker-Planck equations
Stochastic flow for SDEs with jumps and irregular drift term
Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes

This page was built for publication: Stochastic differential equations with Hölder-Dini drift and driven by \(\alpha\)-stable processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6649863)