Multidimensional stochastic differential equations with distributional drift.

Franco Flandoli, Elena Issoglio and Francesco Russo
march, 2017
Type de publication :
Article (revues avec comité de lecture)
Journal :
Transactions of the American Mathematical Society, vol. 369 (3), pp. 1655-1688
arXiv :
assets/images/icons/icon_arxiv.png 1401.6010
Mots clés :
Stochastic differential equations; Distributional drift; Kolmogorov equation.
Résumé :
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the corresponding Kolmogorov equation whose coefficient is a distribution.
BibTeX :
    author={Franco Flandoli and Elena Issoglio and Francesco Russo },
    title={Multidimensional stochastic differential equations with 
           distributional drift. },
    doi={10.1090/tran/6729 },
    journal={Transactions of the American Mathematical Society },
    year={2017 },
    volume={369 (3) },