On some path-dependent SDEs involving distributional drifts

2020/02/06 by Ohashi, Alberto, Russo, Francesco, Teixeira, Alan · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2002.02384

Abstract

In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.

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