Rough Paths and 1d Sde with a Time Dependent Distributional Drift. Application to Polymers
نویسندگان
چکیده
Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional stochastic differential equations, the drift of which is a distribution, by means of rough paths theory. Existence and uniqueness are established in the weak sense when the drift reads as the derivative of a α-Hölder continuous function, α ą 1{3. Regularity of the drift part is investigated carefully and a related stochastic calculus is also proposed, which makes the structure of the solutions more explicit than within the earlier framework of Dirichlet processes.
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