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arxiv: 1501.04751 · v2 · pith:GGHKL42Rnew · submitted 2015-01-20 · 🧮 math.PR

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

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keywords driftequationsmeasurenoisepolymerpotentialwhiteapproach
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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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