On admissible singular drifts of symmetric α‐stable process
Damir Kinzebulatov and
Kodjo Raphaël Madou
Mathematische Nachrichten, 2022, vol. 295, issue 10, 2036-2064
Abstract:
We consider the problem of existence of a (unique) weak solution to the SDE describing symmetric α‐stable process with a locally unbounded drift b:Rd→Rd$b:\mathbb {R}^d \rightarrow \mathbb {R}^d$, d≥3$d \ge 3$, 1 d−α+1$p>d-\alpha +1$.
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:bla:mathna:v:295:y:2022:i:10:p:2036-2064
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