The paper analyzes α-stable SDEs with singular time-inhomogeneous drifts near scaling-invariance that permit local blow-ups of the type seen in strongly attracting particle systems.
Chaudru de Raynal and S
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Non-local SDEs, critical drifts and local blow-ups
The paper analyzes α-stable SDEs with singular time-inhomogeneous drifts near scaling-invariance that permit local blow-ups of the type seen in strongly attracting particle systems.