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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 : Thursday, January 23, 2014 - 2:41:06 PM
Last modification on : Monday, November 30, 2020 - 3:38:06 PM
Long-term archiving on: : Thursday, April 24, 2014 - 4:36:45 AM

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  • HAL Id : hal-00935399, version 1
  • ARXIV : 1401.6010

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Franco Flandoli, Elena Issoglio, Francesco Russo. Multidimensional stochastic differential equations with distributional drift. 2014. ⟨hal-00935399v1⟩

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