Multidimensional SDE with distributional drift and Lévy noise-Reference-Cited by-同舟云学术

Multidimensional SDE with distributional drift and Lévy noise

Published:2022-08-01 Issue:3 Volume:28 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Kremp Helena¹,Perkowski Nicolas¹

Affiliation:

1. Freie Universität Berlin, Arnimallee 7, 14195 Berlin, Germany

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference39 articles.

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2. Athreya, S., Butkovsky, O. and Mytnik, L. (2020). Strong existence and uniqueness for stable stochastic differential equations with distributional drift. Ann. Probab. 48 178–210. 10.1214/19-AOP1358

3. Bahouri, H., Chemin, J.-Y. and Danchin, R. (2011). Fourier Analysis and Nonlinear Partial Differential Equations. Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences] 343. Heidelberg: Springer. 10.1007/978-3-642-16830-7

4. Bailleul, I. and Bernicot, F. (2019). High order paracontrolled calculus. Forum Math. Sigma 7 e44, 94. 10.1017/fms.2019.44

5. Bass, R.F. and Chen, Z.-Q. (2001). Stochastic differential equations for Dirichlet processes. Probab. Theory Related Fields 121 422–446. 10.1007/s004400100151

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