Heat kernel estimates for stable-driven SDEs with distributional drift
type: Item
instance of: scholarly article
title: Heat kernel estimates for stable-driven SDEs with distributional drift
author: Mathis Fitoussi
published in: Potential Analysis
publication date: 2024-10-30T00:00:00Z
Mathematics Subject Classification ID: 35K08
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60H50
zbMATH DE Number: 7935782
zbMATH Keywords: heat kernel estimates
zbMATH Keywords: singular drift diffusions
zbMATH Keywords: stable SDEs
MaRDI profile type: Publication
cites work: Strong existence and uniqueness for stable stochastic differential equations with distributional drift
cites work: Stochastic Processes
cites work: Stochastic differential equations for Dirichlet processes
cites work: Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
cites work: On multidimensional stable-driven stochastic differential equations with Besov drift
cites work: Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
cites work: Schauder estimates for drifted fractional operators in the supercritical case
cites work: Averaging along irregular curves and regularisation of ODEs
cites work: Hölder regularity and gradient estimates for SDEs driven by cylindrical \(\alpha \)-stable processes
cites work: Supercritical SDEs driven by multiplicative stable-like Lévy processes
cites work: Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
cites work: The transition point in the zero noise limit for a 1D Peano example
cites work: Q3721531
cites work: Multidimensional stochastic differential equations with distributional drift
cites work: Forward-backward SDEs with distributional coefficients
cites work: Parametrix construction of the transition probability density of the solution to an SDE driven by \(\alpha\)-stable noise
cites work: Symmetric Stable Laws and Stable-Like Jump-Diffusions
cites work: On the martingale problem for generators of stable processes with perturbations
cites work: Multidimensional SDE with distributional drift and Lévy noise
cites work: On weak uniqueness and distributional properties of a solution to an SDE with \(\alpha\)-stable noise
cites work: Régularité de processus du sauts dégénérés
cites work: Q4782579
cites work: Nonlocal elliptic equation in Hölder space and the martingale problem
cites work: On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
cites work: Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
cites work: Heat kernel of supercritical nonlocal operators with unbounded drifts
cites work: Pathwise uniqueness for singular SDEs driven by stable processes
cites work: Quantitative heat-kernel estimates for diffusions with distributional drift
cites work: Q4937701
cites work: Theory of Besov spaces
cites work: Q5607484
cites work: Multidimensional diffusion processes.
cites work: Characterizations of Besov-Hardy-Sobolev spaces: A unified approach
cites work: Perturbation of drift-type for Levy processes
cites work: Q3868552
cites work: Asymptotic estimates of multi-dimensional stable densities and their applications
cites work: A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
DOI: 10.1007/S11118-023-10115-3
description: scientific article; zbMATH DE number 7935782