Multidimensional stochastic differential equations with distributional drift
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Publication:5506654
DOI10.1090/TRAN/6729zbMATH Open1355.60074arXiv1401.6010OpenAlexW2952718362WikidataQ59890577 ScholiaQ59890577MaRDI QIDQ5506654
Author name not available (Why is that?)
Publication date: 13 December 2016
Published in: (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1401.6010
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