On some path-dependent SDEs involving distributional drifts

january, 2022
Publication type:
Paper in peer-reviewed journals
Journal:
Modern Stochastics: Theory and Applications
arXiv:
assets/images/icons/icon_arxiv.png 2002.02384
Keywords :
Bessel processes; SDEs with distributional drift; Path-dependent stochastic differential equations.
Abstract:
In this paper, we study (strong and in law) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributions of a continuous function.
BibTeX:
@article{Oha-Rus-Tei-2022,
    author={Alberto Ohashi and Francesco Russo and Alan Teixeira },
    title={On some path-dependent SDEs involving distributional drifts },
    doi={10.15559/21-VMSTA197 },
    journal={Modern Stochastics: Theory and Applications },
    year={2022 },
    month={1},
}