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math.AP2020
Harnack inequality and Liouville-type theorems for Ornstein-Uhlenbeck and Kolmogorov operators
Alessia E. Kogoj, Ermanno Lanconelli, Enrico Priola
We prove, with a purely analytic technique, a one-side Liouville theorem for a class of Ornstein--Uhlenbeck operators in , as a consequence of a Liou…
math.PR2020
Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case
Paul-Eric Chaudru de Raynal, Stephane Menozzi, Enrico Priola
We establish weak well-posedness for critical symmetric stable driven SDEs in R d with additive noise Z, d 1. Namely, we study the case where the stable index of the driving…