Cover Image

SDE driven by cylindrical $α$-stable process with distributional drift

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hao, Zimo, Wu, Mingyan
Format:	Preprint
Published:	2023
Subjects:	Probability 60H10, 60G52
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)

SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
by: Bodó, Gergely, et al.
Published: (2024)

Existence of density functions for SDEs driven by pure-jump processes
by: Nakagawa, Takuya, et al.
Published: (2023)

Symmetry and functional inequalities for stable Lévy-type operators
by: Huang, Lu-Jing, et al.
Published: (2023)

Strong Existence and Uniqueness for Singular SDEs Driven by Stable Processes
by: Mytnik, Leonid, et al.
Published: (2024)

Averaging principle for SDEs with singular drifts driven by $α$-stable processes
by: Cheng, Mengyu, et al.
Published: (2024)

On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
by: Bahrii, Anna
Published: (2025)

A large deviation principle for the normalized excursion of $α$-stable Lévy processes without negative jumps
by: Dort, Léo, et al.
Published: (2023)

The compact support property for solutions to stochastic heat equations with stable noise
by: Hughes, Thomas
Published: (2022)

$α$-stable Lévy processes entering the half space or a slab
by: Kyprianou, Andreas E., et al.
Published: (2024)

Stochastic equations with singular drift driven by fractional Brownian motion
by: Butkovsky, Oleg, et al.
Published: (2023)

Onsager-Machlup Functional for SDE with Time-Varying Fractional Noise
by: Zhu, Yanbin, et al.
Published: (2025)

SDEs with supercritical distributional drifts
by: Hao, Zimo, et al.
Published: (2023)

Stochastic homogenization of stable-like process with divergence free drift
by: Chen, Xin, et al.
Published: (2025)

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
by: Lucertini, Giacomo, et al.
Published: (2024)

Global well-posedness for hyperbolic SPDEs with non-Lipschitz coefficients driven by space-time Lévy white noise
by: Balan, Raluca M., et al.
Published: (2025)

Expansion and attraction of RDS: long time behavior of the solution to singular SDE
by: Ling, Chengcheng, et al.
Published: (2022)

Ergodicity and weak mixing for group-indexed infinitely divisible stationary processes
by: Avraham-Re'em, Nachi, et al.
Published: (2026)

Regularisation of cylindrical Lévy processes in Besov spaces
by: Griffiths, Matthew, et al.
Published: (2024)

Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
by: Behme, Anita, et al.
Published: (2025)

Asymptotic log-Harnack inequality for path-distribution dependent SDEs with infinite memory and Dini drift
by: Zhao, Xiao-Yu
Published: (2025)

Small-time heat decay for stable processes on fractal drums
by: Park, Hyunchul, et al.
Published: (2026)

Perturbation of an alpha-stable type stochastic process by a pseudo-gradient
by: Boiko, Mykola, et al.
Published: (2023)

Averaging principle for equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2018)

On higher order moments and recurrence of an SDE with switching
by: Veretennikov, Alexander
Published: (2022)

Mild solutions of HJB equations associated with cylindrical stable Lévy noise in infinite dimensions
by: Bondi, Alessandro, et al.
Published: (2025)

Strong and weak convergence rates for fully coupled multiscale stochastic differential equations driven by $α$-stable processes
by: Yin, Kun
Published: (2025)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

Stochastic evolution equations driven by arbitrary cylindrical Lévy processes
by: Bodó, Gergely, et al.
Published: (2026)

Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
by: Kolliopoulos, Nikolaos, et al.
Published: (2023)

Once again about weak uniqueness for SDE with singular coefficients
by: Krylov, N. V.
Published: (2024)

Small noise asymptotics for a class of jump-diffusions with heavy tails for large times
by: Anugu, Sumith Reddy, et al.
Published: (2026)

Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
by: Kwossek, Anna P., et al.
Published: (2025)

Stable and tempered stable distributions and processes: an overview toward trajectory simulation
by: Jalal, Taher
Published: (2024)

Weak conditional propagation of chaos for systems of interacting particles with nearly stable jumps
by: Löcherbach, Eva, et al.
Published: (2025)

Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies
by: Sojmark, Andreas, et al.
Published: (2023)

Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
by: Jin, Xinghu, et al.
Published: (2025)

Asymptotics for additive functionals of particle systems via Stein's method
by: Jaramillo, Arturo, et al.
Published: (2025)

A limit theorem for generalized tempered stable processes and their quadratic variations with stable index tending to two
by: Fukasawa, Masaaki, et al.
Published: (2023)

A McKean-Vlasov SDE and particle system with interaction from reflecting boundaries
by: Coghi, Michele, et al.
Published: (2021)