We establish well-posedness results for multidimensional non degenerate α-stable driven SDEs with time inhomogeneous singular drifts in L^r-B^{−1+γ}_{p,q} with γ < 1 and α in (1, 2], where L^r and B^{−1+γ}_{p,q} 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. 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
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
In this thesis, the well-posedness of stochastic differential equations (SDEs) with singular coeffic...
Gess B, Tolle JM. Stability of solutions to stochastic partial differential equations. Journal of Di...
We establish well-posedness results for multidimensional non degenerate α-stable driven SDEs with ti...
International audienceConsider a multidimensional stochastic differential equation driven by a stabl...
International audienceWe prove the well-posedness of some non-linear stochastic differential equatio...
We consider SDEs with drift in negative Besov spaces and random initial condition and investigate th...
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy ...
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We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
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We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additiv...
In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singul...
45 pagesInternational audienceWe consider a stable driven degenerate stochastic differential equatio...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
In this thesis, the well-posedness of stochastic differential equations (SDEs) with singular coeffic...
Gess B, Tolle JM. Stability of solutions to stochastic partial differential equations. Journal of Di...
We establish well-posedness results for multidimensional non degenerate α-stable driven SDEs with ti...
International audienceConsider a multidimensional stochastic differential equation driven by a stabl...
International audienceWe prove the well-posedness of some non-linear stochastic differential equatio...
We consider SDEs with drift in negative Besov spaces and random initial condition and investigate th...
We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy ...
International audienceWe establish weak well-posedness for critical symmetric stable driven SDEs in ...
We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symme...
Abstract. We consider non-degenerate SDEs with a β-Hölder continuous and bounded drift term and dri...
We are interested in establishing weak and strong well-posedness for McKean-Vlasov SDEs with additiv...
In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singul...
45 pagesInternational audienceWe consider a stable driven degenerate stochastic differential equatio...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
The existence-uniqueness and stability of strong solutions are proved for a class of degenerate stoc...
In this thesis, the well-posedness of stochastic differential equations (SDEs) with singular coeffic...
Gess B, Tolle JM. Stability of solutions to stochastic partial differential equations. Journal of Di...