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)

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