Back to Search Start Over

Weak well-posedness of multidimensional stable driven SDEs in the critical case.

Authors :
Chaudru de Raynal, Paul-Éric
Menozzi, Stéphane
Priola, Enrico
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

Subjects :
*NOISE

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