Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
classification
🧮 math.PR
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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