Abstract
We establish well-posedness results for multidimensional non degenerate α-stable driven SDEs with time inhomogeneous singular drifts in Lr − B−1+γ p,q with γ < 1 and α in (1, 2], where Lr and B−1+γ p,q stand for Lebesgue and Besov spaces respectively. Precisely, we first prove the well-posedness of the corresponding martingale problem and then give a precise meaning to the dynamics of the SDE. This allows us in turn to define an ad hoc notion of weak solution, for which well-posedness holds as well. Our results rely on the smoothing properties of the underlying PDE, which is investigated by combining a perturbative approach with duality results between Besov spaces.
| Original language | English |
|---|---|
| Journal | Electronic Journal of Probability |
| Volume | 27 |
| DOIs | |
| Publication status | Published - 1 Jan 2022 |
| Externally published | Yes |
Keywords
- Besov spaces
- SDEs with singular drifts
- dynamics
- stable processes
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