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Multidimensional stochastic differential equations with distributional drift

Abstract : 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.
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Preprints, Working Papers, ...
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https://hal.inria.fr/hal-00935399
Contributor : Francesco Russo Connect in order to contact the contributor
Submitted on : Wednesday, July 29, 2015 - 2:46:03 PM
Last modification on : Friday, December 3, 2021 - 11:34:09 AM
Long-term archiving on: : Friday, October 30, 2015 - 10:25:29 AM

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  • HAL Id : hal-00935399, version 2
  • ARXIV : 1401.6010

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Franco Flandoli, Elena Issoglio, Francesco Russo. Multidimensional stochastic differential equations with distributional drift. 2015. ⟨hal-00935399v2⟩

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