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.
Lucertini, G., Menozzi, S., Pagliarani, S. (2025). Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 189, 1-19 [10.1016/j.spa.2025.104691].
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
Lucertini, Giacomo;Pagliarani, Stefano
2025
Abstract
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.| File | Dimensione | Formato | |
|---|---|---|---|
|
SPA_revision (002).pdf
embargo fino al 21/05/2026
Tipo:
Postprint / Author's Accepted Manuscript (AAM) - versione accettata per la pubblicazione dopo la peer-review
Licenza:
Licenza per Accesso Aperto. Creative Commons Attribuzione - Non commerciale - Non opere derivate (CCBYNCND)
Dimensione
482.33 kB
Formato
Adobe PDF
|
482.33 kB | Adobe PDF | Visualizza/Apri Contatta l'autore |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.


