Some SDEs with distributional drift. I: General calculus

From MaRDI portal
Publication:1412397

zbMath1054.60069MaRDI QIDQ1412397

Francesco Russo, Jochen Wolf, Franco Flandoli

Publication date: 10 November 2003

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)




Related Items (37)

Stochastic differential equation for Brox diffusionOn path-dependent SDEs involving distributional driftsThe killed Brox diffusionRough paths and 1d SDE with a time dependent distributional drift: application to polymersStrong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noisePathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functionsMultidimensional SDE with distributional drift and Lévy noiseMultidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potentialVerification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decompositionA stochastic sewing lemma and applicationsStrong existence and uniqueness for stable stochastic differential equations with distributional driftOn multidimensional stable-driven stochastic differential equations with Besov driftWeak Dirichlet processes and generalized martingale problemsRegularisation by fractional noise for one-dimensional differential equations with distributional driftEvolution of a passive particle in a one-dimensional diffusive environmentQuantitative heat-kernel estimates for diffusions with distributional driftWeak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficientsMcKean SDEs with singular coefficientsSpecial weak Dirichlet processes and BSDEs driven by a random measureThe infinitesimal generator of the stochastic Burgers equationUnnamed ItemInvariant distributions and scaling limits for some diffusions in time-varying random environmentsHyperviscous stochastic Navier–Stokes equations with white noise invariant measureThe identification problem for BSDEs driven by possibly non-quasi-left-continuous random measuresRegularity properties of the stochastic flow of a skew fractional Brownian motionRegularization by noise and stochastic Burgers equationsSome parabolic PDEs whose drift is an irregular random noise in spaceMartingale driven BSDEs, PDEs and other related deterministic problemsSingular Brownian diffusion processesNondifferentiable functions of one-dimensional semimartingalesTwo-parameter \(p,q\)-variation paths and integrations of local timesA Feynman-Kac result via Markov BSDEs with generalised driversBackward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examplesRestoring uniqueness to mean-field games by randomizing the equilibriaMultidimensional stochastic differential equations with distributional driftA numerical scheme for stochastic differential equations with distributional driftElliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time




This page was built for publication: Some SDEs with distributional drift. I: General calculus