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On Multidimensional stable-driven Stochastic Differential Equations with Besov drift

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arxiv 1907.12263 v3 pith:GNWL4RRU submitted 2019-07-29 math.PR

classification math.PR
keywords mathbbbesovgammaresultswell-posednessalphamultidimensionalspaces
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abstract

We establish well-posedness results for multidimensional non degenerate $\alpha$-stable driven SDEs with time inhomogeneous singular drifts in $\mathbb{L}^r-{\mathbb B}_{p,q}^{-1+\gamma}$ with $\gamma<1$ and $\alpha$ in $(1,2]$, where $\mathbb{L}^r$ and ${\mathbb B}_{p,q}^{-1+\gamma} $ stand for Lebesgue and Besov spaces respectively. Precisely, we first prove the well-posedness of the corresponding martingale problem and then give a precise meaning to the dynamics of the SDE. This allows us in turn to define an ad hoc notion of weak solution, for which well-posedness holds as well. Our results rely on the smoothing properties of the underlying PDE, which is investigated by combining a perturbative approach with duality results between Besov spaces.

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