Multidimensional stochastic differential equations with distributional drift.
march, 2017
Type de publication :
Article (revues avec comité de lecture)
Journal :
Transactions of the American Mathematical Society, vol. 369 (3), pp. 1655-1688
DOI :
HAL :
arXiv :
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 :
@article{Fla-Iss-Rus-2017,
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 },
month={3},
volume={369 (3) },
pages={1655--1688},
}