Multidimensional stochastic differential equations with distributional drift

DOI10.1090/tran/6729zbMath1355.60074arXiv1401.6010OpenAlexW2952718362WikidataQ59890577 ScholiaQ59890577MaRDI QIDQ5506654

Francesco Russo, Elena Issoglio, Franco Flandoli

Publication date: 13 December 2016

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.6010

zbMATH Keywords

stochastic differential equationsmild solutionstempered distributionspartial differential equationsKolmogorov equationdistributional driftvirtual solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10)

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