Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential

Giuseppe Cannizzaro; Khalil Chouk

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arXiv · 1501.04751

Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential

Giuseppe Cannizzaro·Khalil Chouk

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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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Giuseppe Cannizzaro, Khalil Chouk. 2015-01-20. Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential. https://arxiv.org/abs/1501.04751

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