SDE driven by cylindrical $\alpha$-stable process with distributional drift

Zimo Hao, Mingyan Wu

For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in ${\mathbb{R}}^d$: \begin{align*} {\rm d} X_t=b(t,…