Weak regularization by degenerate L\'evy noise and its applications

TL;DR

This paper develops Schauder estimates and establishes weak well-posedness for degenerate SDEs driven by stable-like processes, advancing the understanding of regularization by noise in degenerate systems with minimal regularity assumptions.

Contribution

It introduces new Schauder estimates for degenerate Kolmogorov equations and proves weak well-posedness for associated SDEs under minimal regularity, using innovative parametrix and Besov norm techniques.

Findings

Schauder estimates for nonlinear degenerate Kolmogorov equations.

Weak well-posedness of degenerate SDEs driven by stable-like processes.

Identification of regularity thresholds for well-posedness.

Abstract

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness of stochastic differential equations (SDEs), for two different classes of Kolmogorov equations under a weak H\"ormander-like condition, whose coefficients lie in suitable anisotropic H\"older spaces with multi-indices of regularity. The first class considers a nonlinear system controlled by a symmetric stable operator acting only on some components. Our method of proof relies on a perturbative approach based on forward parametrix expansions through Duhamel-type formulas. Due to the low regularizing properties given by the degenerate setting, we also exploit some controls on Besov norms, in order to deal with the non-linear perturbation. As an extension of the first one, we also present Schauder estimates associated with a degenerate Ornstein-Uhlenbeck operator driven by a larger class of stable-like operators, like the relativistic or the Lamperti stable one. Exploiting a backward parametrix approach, the second part of this work aims at establishing the weak well-posedness for a degenerate chain of SDEs driven by the same class of stable-like processes, under the assumptions of the minimal H\"older regularity on the coefficients. As a by-product of our method, we also present Krylov-type estimates of independent interest for the associated canonical process. Finally, we show through suitable counter-examples the existence of an (almost) sharp threshold on the regularity exponents ensuring the weak well-posedness for the SDE. In connection with some possible applications to kinetic dynamics with friction, we conclude by investigating the stability of second-order perturbations for degenerate Kolmogorov operators in Lp and H\"older norms.