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Weak well-posedness of multidimensional stable driven SDEs in the critical case
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2020-06-05 , DOI: 10.1142/s0219493720400043
Paul-Éric Chaudru de Raynal 1 , Stéphane Menozzi 2, 3 , Enrico Priola 4
Affiliation  

We establish weak well-posedness for critical symmetric stable driven SDEs in [Formula: see text] with additive noise [Formula: see text], [Formula: see text]. Namely, we study the case where the stable index of the driving process [Formula: see text] is [Formula: see text] which exactly corresponds to the order of the drift term having the coefficient [Formula: see text] which is continuous and bounded. In particular, we cover the cylindrical case when [Formula: see text] and [Formula: see text] are independent one-dimensional Cauchy processes. Our approach relies on [Formula: see text]-estimates for stable operators and uses perturbative arguments.

中文翻译:

临界情况下多维稳定驱动的 SDE 的弱适定性

我们在 [公式:参见文本] 中为具有加性噪声 [公式:参见文本]、[公式:参见文本] 中的关键对称稳定驱动 SDE 建立了弱适定性。即,我们研究了驾驶过程的稳定指标[公式:见文]是[公式:见文],它正好对应于漂移项的阶数,其系数[公式:见文]是连续的并且有界的。特别是,当[公式:见文本]和[公式:见文本]是独立的一维柯西过程时,我们涵盖了圆柱情况。我们的方法依赖于 [公式:见文本] - 对稳定运算符的估计并使用微扰参数。
更新日期:2020-06-05
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