Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients

Abstract

In this article, we study the effects of the propagation of a non-degenerate Lévy noise through a chain of deterministic differential equations whose coefficients are Hölder continuous and satisfy a weak Hörmander-like condition. In particular, we assume some non-degeneracy with respect to the components which transmit the noise. Moreover, we characterize, for some specific dynamics, through suitable counter-examples, the almost sharp regularity exponents that ensure the weak well-posedness for the associated SDE. As a by-product of our approach, we also derive some Krylov-type estimates for the density of the weak solutions of the considered SDE.