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On multidimensional stable-driven stochastic differential equations with Besov drift

ELECTRONIC JOURNAL OF PROBABILITY(2022)

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Abstract
We establish well-posedness results for multidimensional non degenerate alpha-stable driven SDEs with time inhomogeneous singular drifts in L-r - B-p,q(-1+gamma) with gamma < 1 and alpha in (1, 2], where L-r and 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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Key words
SDEs with singular drifts,Besov spaces,stable processes,dynamics
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