Résumé
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.
| langue originale | Anglais |
|---|---|
| journal | Electronic Journal of Probability |
| Volume | 27 |
| Les DOIs | |
| état | Publié - 1 janv. 2022 |
| Modification externe | Oui |
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