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Weak well-posedness of multidimensional stable driven SDEs in the critical case.
- Source :
-
Stochastics & Dynamics . Dec2020, Vol. 20 Issue 6, pN.PAG-N.PAG. 20p. - Publication Year :
- 2020
-
Abstract
- We establish weak well-posedness for critical symmetric stable driven SDEs in ℝ d with additive noise Z , d ≥ 1. Namely, we study the case where the stable index of the driving process Z is α = 1 which exactly corresponds to the order of the drift term having the coefficient b which is continuous and bounded. In particular, we cover the cylindrical case when Z t = (Z t 1 , ... , Z t d) and Z 1 , ... , Z d are independent one-dimensional Cauchy processes. Our approach relies on L p -estimates for stable operators and uses perturbative arguments. [ABSTRACT FROM AUTHOR]
- Subjects :
- *NOISE
Subjects
Details
- Language :
- English
- ISSN :
- 02194937
- Volume :
- 20
- Issue :
- 6
- Database :
- Academic Search Index
- Journal :
- Stochastics & Dynamics
- Publication Type :
- Academic Journal
- Accession number :
- 146429399
- Full Text :
- https://doi.org/10.1142/S0219493720400043