Path-dependent infinite-dimensional SDE with non-regular drift: an existence result

DOI10.1214/15-AIHP728zbMath1367.60066arXiv1410.6930OpenAlexW2252651121MaRDI QIDQ2357263

David Dereudre, Sylvie Roelly

Publication date: 13 June 2017

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1410.6930

zbMATH Keywords

variational principleinfinite-dimensional stochastic differential equationspecific entropynon-Markovian driftnon-regular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Related Items (4)

On path-dependent SDEs involving distributional drifts ⋮ Local weak convergence for sparse networks of interacting processes ⋮ Interacting stochastic processes on sparse random graphs ⋮ Locally interacting diffusions as Markov random fields on path space

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