On multidimensional stable-driven stochastic differential equations with Besov drift-Reference-Cited by-同舟云学术

On multidimensional stable-driven stochastic differential equations with Besov drift

Published:2022-01-01 Issue:none Volume:27 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Chaudru de Raynal Paul-Éric¹,Menozzi Stéphane²

Affiliation:

1. Nantes Université, Laboratoire de Mathématiques Jean Leray, LMJL, UMR CNRS 6629, F-44000 Nantes, France

2. Université d’Evry Val d’Essonne-Paris Saclay, Laboratoire de Mathématiques et Modélisation d’Evry (LaMME), UMR CNRS 8071, 23 Boulevard de France 91037 Evry France

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference40 articles.

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2. S. Athreya, O. Butkovsky, and L. Mytnik. Strong existence and uniqueness for stable stochastic differential equations with distributional drift. Ann. Probab., 48–1:178–210, 2020.

3. D. R. Adams and L. I. Hedberg. Function spaces and Potential Theory. Springer, 1996.

4. R. F. Bass. Stochastic processes, volume 33. Cambridge series in statistical and probabilistic mathematics, 2011.

5. R. F. Bass and Z. Q. Chen. Stochastic differential equations for Dirichlet processes. Probability Theory and Related Fields, 121(3):422–446, November 2001.

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