Image de couverture de livre

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Lucertini, Giacomo, Menozzi, Stéphane, Pagliarani, Stefano
Format:	Preprint
Publié:	2024
Sujets:	Probability 60H30, 60H10, 60H50
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
par: Ling, Chengcheng
Publié: (2024)

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

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
par: Butkovsky, Oleg, et autres
Publié: (2022)

Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
par: Moritoki, Tsukasa, et autres
Publié: (2026)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
par: Bogso, Antoine-Marie, et autres
Publié: (2023)

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

Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts and Applications
par: Pellat, Rhoss Likibi, et autres
Publié: (2023)

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
par: Pavlyukevich, Ilya, et autres
Publié: (2025)

Quantifying a convergence theorem of Gyöngy and Krylov
par: Dareiotis, Konstantinos, et autres
Publié: (2021)

Numerical approximation of SDEs with fractional noise and distributional drift
par: Goudenège, Ludovic, et autres
Publié: (2023)

On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
par: Anzeletti, Lukas, et autres
Publié: (2025)

Strong solutions of mean-field FBSDEs and their applications to multi-population mean-field games
par: Nam, Kihun, et autres
Publié: (2024)

Parameter dependent rough SDEs with applications to rough PDEs
par: Bugini, Fabio, et autres
Publié: (2024)

Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
par: Dareiotis, Konstantinos, et autres
Publié: (2022)

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
par: Dareiotis, Konstantinos, et autres
Publié: (2025)

Stochastic equations with singular drift driven by fractional Brownian motion
par: Butkovsky, Oleg, et autres
Publié: (2023)

Existence of density functions for SDEs driven by pure-jump processes
par: Nakagawa, Takuya, et autres
Publié: (2023)

$\mathbb{L}^p$-solutions for BSDEs and Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
par: Elmansouri, Badr
Publié: (2025)

Mean-square Stability and Bifurcations for Dissipative SDEs
par: Kelly, C., et autres
Publié: (2026)

$\mathbb{L}^p$ $(p>1)$-solutions for BSDEs with jumps and stochastic monotone generator
par: Elmansouri, Badr, et autres
Publié: (2025)

$\mathbb{L}^p$-solutions $(1 <p< 2)$ for reflected BSDEs with general jumps and stochastic monotone generators
par: Elmansouri, Badr, et autres
Publié: (2025)

The Euler-Maruyama method for SDEs with low-regularity drift
par: Wei, Jinlong, et autres
Publié: (2025)

Mean field stochastic differential equations with a diffusion coefficient with irregular distributional dependence
par: Nykänen, Jani
Publié: (2025)

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs in arbitrary moments
par: Kalinin, Alexander, et autres
Publié: (2022)

Time-Delayed Generalized BSDEs
par: Di Persio, Luca, et autres
Publié: (2020)

Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
par: Hao, Tao, et autres
Publié: (2022)

Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system
par: Hao, Tao, et autres
Publié: (2025)

Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
par: Hu, Ying, et autres
Publié: (2025)

Stability, uniqueness and existence of solutions to McKean-Vlasov SDEs: a multidimensional Yamada-Watanabe approach
par: Kalinin, Alexander, et autres
Publié: (2021)

Large deviation principle for a backward stochastic differential equation driven by $G$-Brownian motion with subdifferential operator
par: Hima, Abdoulaye Soumana, et autres
Publié: (2020)

Reflected generalized BDSDEs driven by non-homogeneous Lévy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions
par: Elmansouri, Badr, et autres
Publié: (2025)

Hörmander properties of discrete time Markov processes
par: Rey, Clément
Publié: (2024)

Weak solution for distribution dependent SDEs driven by Lévy noise
par: Ye, Mingkun
Publié: (2026)

Heavy traffic limit with discontinuous coefficients via a non-standard semimartingale decomposition
par: Atar, Rami, et autres
Publié: (2025)

Multivalued backward stochastic differential equations with jumps and moving boundary
par: Elmansouri, Badr, et autres
Publié: (2025)

Heat kernel estimates for kinetic SDEs with drifts being unbounded and in Kato's class
par: Ren, Chongyang, et autres
Publié: (2024)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
par: Guo, Yujia, et autres
Publié: (2025)

Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise
par: Hamaguchi, Yushi
Publié: (2023)

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $α$-stable Lévy Process
par: Bao, Jianhai, et autres
Publié: (2025)

Malliavian differentiablity and smoothness of density for SDES with locally Lipschitz coefficients
par: Anton, Cristina
Publié: (2024)