Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
Probability
2017-08-01 v2
Abstract
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.
Keywords
Cite
@article{arxiv.1501.04751,
title = {Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential},
author = {Giuseppe Cannizzaro and Khalil Chouk},
journal= {arXiv preprint arXiv:1501.04751},
year = {2017}
}
Comments
We improved the presentation, corrected some of the proofs and added the global existence for the polymer measure in dimension 3