Multidimensional stochastic differential equations with distributional drift

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Flandoli, F, Issoglio, E orcid.org/0000-0003-3035-2712 and Russo, F (2017) Multidimensional stochastic differential equations with distributional drift. Transactions of the American Mathematical Society, 369. pp. 1665-1688. ISSN 0002-9947

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Copyright, Publisher and Additional Information: (c) 2016 American Mathematical Society. This is an author produced version of a paper published in Transactions of the American Mathematical Society. Uploaded in accordance with the publisher's self-archiving policy. First published in Transactions of the American Mathematical Society in vol. 369, published by the American Mathematical Society.
Keywords: Stochastic differential equations; distributional drift; Kolmogorov equation
Dates:
  • Published: 2017
  • Accepted: 15 April 2015
  • Published (online): 20 June 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Maths and Physical Sciences (Leeds) > School of Mathematics (Leeds) > Statistics (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 29 Apr 2015 09:47
Last Modified: 16 Apr 2017 19:42
Status: Published
Publisher: American Mathematical Society
Identification Number: https://doi.org/10.1090/tran/6729

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