Weak existence for SDEs with singular drifts and fractional Brownian or Levy noise beyond the subcritical regime

We study a multidimensional stochastic differential equation with additive noise: $$ d X_t=b(t, X_t) dt +d \xi_t, $$ where the drift $b$ is integrable in space and time, and $\xi$ is either a fractional Brownian motion or an $\alpha$-stable process. We show weak existence of solutions to this equati...

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Bibliographische Detailangaben

Hauptverfasser:	Butkovsky, Oleg, Gallay, Samuel
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
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