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Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
Mathis Fitoussi, Elena Issoglio, Stéphane Menozzi
We are interested in the Euler-Maruyama dicretization of the formal SDE, , where is a symmetric isotropic d dimensional stable process of index $α\in (1,…
Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel -- a regularization by noise perspective
P. -E Chaudru de Raynal, J. -F Jabir, S Menozzi
We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additive stable noise and a convolution type non-linear drift with singular interaction…
On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
Stéphane Menozzi, Stefano Pagliarani
We establish heat-kernel bounds and regularity estimates for the transition densities of the diffusion associated with the martingale problem corresponding to the generator of a fo…
Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models
P. -E Chaudru de Raynal, J. -F Jabir, S Menozzi
In this work we continue to investigate well-posedness for stable driven McKean-Vlasov SDEs with distributional interaction kernel following the approach introduced in [8]. We spec…