Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
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Abstract: We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock-Varadhan martingale problem associated such equations. The approach we exploit is the one of paracontrolled distributions introduced in [13]. As a result we make sense of the three dimensional polymer measure with white noise potential.
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Cited in
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- A numerical scheme for stochastic differential equations with distributional drift
- Some recent progress in singular stochastic partial differential equations
- Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- Singular kinetic equations and applications
- Evolution of a passive particle in a one-dimensional diffusive environment
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