Heat Kernel Estimates for Stable-driven SDEs with Distributional Drift

Mathis Fitoussi1
1Université d’Evry Val d’Essonne - Paris-Saclay - UMR CNRS 8071 - Laboratoire de Mathématiques et Modélisation d’Evry (LaMME), Évry, France

Tóm tắt

We consider the formal SDE $$\textrm{d} X_t = b(t,X_t)\textrm{d} t + \textrm{d} Z_t, \qquad X_0 = x \in \mathbb {R}^d, (\text {E})$$ where $$b\in L^r ([0,T],\mathbb {B}_{p,q}^\beta (\mathbb {R}^d,\mathbb {R}^d))$$ is a time-inhomogeneous Besov drift and $$Z_t$$ is a symmetric d-dimensional $$\alpha $$ -stable process, $$\alpha \in (1,2)$$ , whose spectral measure is absolutely continuous w.r.t. the Lebesgue measure on the sphere. Above, $$L^r$$ and $$\mathbb {B}_{p,q}^\beta $$ respectively denote Lebesgue and Besov spaces. We show that, when $$\beta > \frac{1-\alpha + \frac{\alpha }{r} + \frac{d}{p}}{2}$$ , the martingale solution associated with the formal generator of (E) admits a density which enjoys two-sided heat kernel bounds as well as gradient estimates w.r.t. the backward variable. Our proof relies on a suitable mollification of the singular drift aimed at using a Duhamel-type expansion. We then use a normalization method combined with Besov space properties (thermic characterization, duality and product rules) to derive estimates.

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