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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
Abstract
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the corresponding Kolmogorov equation whose coefficient is a distribution.
Metadata
Item Type: | Article |
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Authors/Creators: |
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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: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & 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: | 10.1090/tran/6729 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:85455 |
Available Versions of this Item
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Multidimensional stochastic differential equations with distributional drift. (deposited 21 Nov 2014 11:11)
- Multidimensional stochastic differential equations with distributional drift. (deposited 29 Apr 2015 09:47) [Currently Displayed]