On some path-dependent SDEs involving distributional drifts
نشر في Francesco Russo
بتاريخ 2020
والبحث باللغة
English
تحميل البحث
الملخص بالإنكليزية
In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.