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Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
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Cannizzaro, Giuseppe and Chouk, Khalil (2018) Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential. The Annals of Probability, 46 (3). pp. 1710-1763. doi:10.1214/17-AOP1213 ISSN 0091-1798.
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Official URL: http://dx.doi.org/10.1214/17-AOP1213
Abstract
We study the existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock–Varadhan martingale problem associated to such equations. The approach we exploit is the one of paracontrolled distributions introduced in (Forum Math. Pi 3 (2015) e6). As a result, we make sense of the three-dimensional polymer measure with white noise potential.
Item Type: | Journal Article | ||||||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||||||
Journal or Publication Title: | The Annals of Probability | ||||||||
Publisher: | Institute of Mathematical Statistics | ||||||||
ISSN: | 0091-1798 | ||||||||
Official Date: | 2018 | ||||||||
Dates: |
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Volume: | 46 | ||||||||
Number: | 3 | ||||||||
Page Range: | pp. 1710-1763 | ||||||||
DOI: | 10.1214/17-AOP1213 | ||||||||
Status: | Peer Reviewed | ||||||||
Publication Status: | Published | ||||||||
Access rights to Published version: | Restricted or Subscription Access | ||||||||
Related URLs: | |||||||||
Open Access Version: |
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