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math.PR2026
Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!
Benjamin Jourdain, Stéphane Menozzi
We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the…
math.PR2025
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
Giacomo Lucertini, Stéphane Menozzi, Stefano Pagliarani
We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric -stable process under Hölder regularity condi…