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

Giacomo Lucertini, Stéphane Menozzi and Stefano Pagliarani

Stochastic Processes and their Applications, 2025, vol. 189, issue C

Abstract: We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric α-stable process under Hölder regularity conditions for the drift term. We partially recover the thresholds for the Hölder regularity that are optimal for weak uniqueness. In general dimension, we only consider α=2 and need an additional integrability assumption for the gradient of the drift: this condition is satisfied by Peano-type functions. In the one-dimensional case we do not need any additional assumption. In the multi-dimensional case, the proof is based on a first-order Zvonkin transform/PDE, while for the one-dimensional case we use a second-order Zvonkin/PDE transform together with a Watanabe–Yamada technique.

Keywords: Stochastic differential equations; Kinetic dynamics; Strong uniqueness (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1016/j.spa.2025.104691

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