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arXiv · 2002.02384

On some path-dependent SDEs involving distributional drifts

Alberto Ohashi·Francesco Russo·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 distributionsof a continuous function.

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Alberto Ohashi, Francesco Russo, Alan Teixeira. 2020-02-06. On some path-dependent SDEs involving distributional drifts. https://arxiv.org/abs/2002.02384

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