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math.PR2016
Singular SDEs with critical non-local and non-symmetric Lévy type generator
Longjie Xie
In this work, by using Levi's parametrix method we first construct the fundamental solution of the critical non-local operator perturbed by gradient. Then, we use the obtained esti…
math.PR2016★ 2 cited
Irregular Stochastic differential equations driven by a family of Markov processes
Longjie Xie, Lihu Xu
Using heat kernel estimates, we prove the pathwise uniqueness for strong solutions of irregular stochastic differential equation driven by a family of Markov process, whose generat…