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 $\alpha$ $\in$ (1, 2) and Lq -- Lp drift under the Serrin type condition $\alpha$/q + d/p < $\alpha$ -- 1. We…