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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…