On some path-dependent SDEs involving distributional drifts
Abstract
In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.
- Publication:
-
arXiv e-prints
- Pub Date:
- February 2020
- DOI:
- 10.48550/arXiv.2002.02384
- arXiv:
- arXiv:2002.02384
- Bibcode:
- 2020arXiv200202384O
- Keywords:
-
- Mathematics - Probability