On path-dependent SDEs involving distributional drifts
نویسندگان
چکیده
The paper presents the study on existence and uniqueness (strong in law) of a class non-Markovian SDEs whose drift contains derivative sense distributions continuous function.
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ژورنال
عنوان ژورنال: Modern stochastics: theory and applications
سال: 2021
ISSN: ['2351-6046', '2351-6054']
DOI: https://doi.org/10.15559/21-vmsta197