Multidimensional SDE with distributional drift and Lévy noise
نویسندگان
چکیده
We solve multidimensional SDEs with distributional drift driven by symmetric, ?-stable Lévy processes for ??(1,2] studying the associated (singular) martingale problem and solving Kolmogorov backward equation. allow drifts of regularity (2?2?)?3, in particular we go beyond now well understood “Young regime”, where must have better than (1??)?2. The analysis equation low regime is based on paracontrolled distributions. As an application our results construct a Brox diffusion noise.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2022
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/21-bej1394