3 papers
math.AP2022
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
P Chaudru de Raynal, S Menozzi, A Pesce +1
We establish heat kernel and gradient estimates for the density of kinetic degenerate Kolmogorov stochastic differentia equations. Our results are established under somehow minimal…
math.PR2020
Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case
Paul-Eric Chaudru de Raynal, Stephane Menozzi, Enrico Priola
We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d 1. Namely, we study the case where the stable index of the driving…
math.PR2018
Strong regularization by Brownian noise propagating through a weak H{ö}rmander structure
Paul-Eric Chaudru de Raynal, Igor Honoré, Stephane Menozzi
We establish strong uniqueness for a class of degenerate SDEs of weak H{ö}rmander type under suitable H{ö}lder regularity conditions for the associated drift term. Our approach rel…