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math.PR2024
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 conditi…
math.PR2024
Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
Mathis Fitoussi, Benjamin Jourdain, Stéphane Menozzi
We are interested in the discretization of stable driven SDEs with additive noise for (1, 2) and Lq -- Lp drift under the Serrin type condition /q + d/p < -- 1. We…