MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DISTRIBUTIONAL DRIFT

作者：Flandoli Franco^*; Issoglio Elena; Russo Francesco

来源：Transactions of the American Mathematical Society, 2017, 369(3): 1665-1688.

DOI：10.1090/tran/6729

• Stochastic differential equations
• distributional drift
• Kolmogorov equation

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.

• 出版日期2017-3