Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case

13 Jan 2020 de Raynal Paul-Eric Chaudru LAMA Menozzi Stephane LaMME Priola Enrico

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... (read more)

PDF Abstract
No code implementations yet. Submit your code now

Categories


  • PROBABILITY