Weak well-posedness of multidimensional stable driven SDEs in the critical case
Keyword(s):
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.
2000 ◽
Vol 43
(12)
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pp. 2221-2231
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2021 ◽
pp. 014233122110592
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2021 ◽
Vol 132
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pp. 76-107
2008 ◽
Vol 342
(2)
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pp. 1440-1454
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2009 ◽
Vol 16
(4)
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pp. 1077-1093
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2005 ◽
Vol 135
(2)
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pp. 317-329
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