We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $ge$ 1. Namely, we study the case where the stable index of the driving process Z is $alpha$ = 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 Zt = (Z 1 t ,. .. , Z d t) and Z 1 ,. .. , Z d are independent one dimensional Cauchy processes.
Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case
Enrico Priola
2020-01-01
Abstract
We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d $ge$ 1. Namely, we study the case where the stable index of the driving process Z is $alpha$ = 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 Zt = (Z 1 t ,. .. , Z d t) and Z 1 ,. .. , Z d are independent one dimensional Cauchy processes.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
