{"title":"一类由对称α-稳定过程驱动的动力学SDEs的强噪声正则化","authors":"Giacomo Lucertini , Stéphane Menozzi , Stefano Pagliarani","doi":"10.1016/j.spa.2025.104691","DOIUrl":null,"url":null,"abstract":"<div><div>We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric <span><math><mi>α</mi></math></span>-stable process under Hölder regularity conditions for the drift term. We partially recover the thresholds for the Hölder regularity that are optimal for weak uniqueness. In general dimension, we only consider <span><math><mrow><mi>α</mi><mo>=</mo><mn>2</mn></mrow></math></span> and need an additional integrability assumption for the gradient of the drift: this condition is satisfied by Peano-type functions. In the one-dimensional case we do not need any additional assumption. In the multi-dimensional case, the proof is based on a first-order Zvonkin transform/PDE, while for the one-dimensional case we use a second-order Zvonkin/PDE transform together with a Watanabe–Yamada technique.</div></div>","PeriodicalId":51160,"journal":{"name":"Stochastic Processes and their Applications","volume":"189 ","pages":"Article 104691"},"PeriodicalIF":1.2000,"publicationDate":"2025-05-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes\",\"authors\":\"Giacomo Lucertini , Stéphane Menozzi , Stefano Pagliarani\",\"doi\":\"10.1016/j.spa.2025.104691\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric <span><math><mi>α</mi></math></span>-stable process under Hölder regularity conditions for the drift term. We partially recover the thresholds for the Hölder regularity that are optimal for weak uniqueness. In general dimension, we only consider <span><math><mrow><mi>α</mi><mo>=</mo><mn>2</mn></mrow></math></span> and need an additional integrability assumption for the gradient of the drift: this condition is satisfied by Peano-type functions. In the one-dimensional case we do not need any additional assumption. In the multi-dimensional case, the proof is based on a first-order Zvonkin transform/PDE, while for the one-dimensional case we use a second-order Zvonkin/PDE transform together with a Watanabe–Yamada technique.</div></div>\",\"PeriodicalId\":51160,\"journal\":{\"name\":\"Stochastic Processes and their Applications\",\"volume\":\"189 \",\"pages\":\"Article 104691\"},\"PeriodicalIF\":1.2000,\"publicationDate\":\"2025-05-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Stochastic Processes and their Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0304414925001322\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Processes and their Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0304414925001322","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
We establish strong well-posedness for a class of degenerate SDEs of kinetic type with autonomous diffusion driven by a symmetric -stable process under Hölder regularity conditions for the drift term. We partially recover the thresholds for the Hölder regularity that are optimal for weak uniqueness. In general dimension, we only consider and need an additional integrability assumption for the gradient of the drift: this condition is satisfied by Peano-type functions. In the one-dimensional case we do not need any additional assumption. In the multi-dimensional case, the proof is based on a first-order Zvonkin transform/PDE, while for the one-dimensional case we use a second-order Zvonkin/PDE transform together with a Watanabe–Yamada technique.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.