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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.PR2022
Strong regularization by noise for kinetic SDEs
Giacomo Lucertini, Stefano Pagliarani, Andrea Pascucci
In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type Hörmander condition, assuming…