Mathis Fitoussi

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math.PR2024

Heat kernel estimates for stable-driven SDEs with distributional drift

Mathis Fitoussi

We consider the formal SDE dX t = b(t, X t)dt + dZ t , X 0 = x $\in$ R d , (E) where b $\in$ L r ([0, T ], B $I^^{2}$ p,q (R d , R d)) is a time-inhomogeneous Besov drift and Z t is a…

math.PR2024

Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift

We are interested in the discretization of stable driven SDEs with additive noise for $I^\pm$ $\in$ (1, 2) and Lq -- Lp drift under the Serrin type condition $I^\pm$ /q + d/p < $I^\pm$ -- 1.…