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On path-dependent SDEs involving distributional drifts
- Source :
- Modern Stochastics: Theory and Applications, Vol 9, Iss 1, Pp 65-87 (2022)
- Publication Year :
- 2022
- Publisher :
- VTeX, 2022.
-
Abstract
- The paper presents the study on the existence and uniqueness (strong and in law) of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributions of a continuous function.
Details
- Language :
- English
- ISSN :
- 23516046 and 23516054
- Volume :
- 9
- Issue :
- 1
- Database :
- Directory of Open Access Journals
- Journal :
- Modern Stochastics: Theory and Applications
- Publication Type :
- Academic Journal
- Accession number :
- edsdoj.b594a85b7174e99b6d0ce257e46de31
- Document Type :
- article
- Full Text :
- https://doi.org/10.15559/21-VMSTA197