On some path-dependent SDEs involving distributional drifts - Archive ouverte HAL
Journal Articles Modern Stochastics: Theory and Applications Year : 2022

On some path-dependent SDEs involving distributional drifts

Alberto Ohashi
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Alan Teixeira
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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 distributions of a continuous function.
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Dates and versions

hal-02465590 , version 1 (04-02-2020)
hal-02465590 , version 2 (20-05-2021)

Identifiers

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Alberto Ohashi, Francesco Russo, Alan Teixeira. On some path-dependent SDEs involving distributional drifts. Modern Stochastics: Theory and Applications, 2022, 9 (1), pp.65-87. ⟨10.15559/21-VMSTA197⟩. ⟨hal-02465590v2⟩
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