{
  "id": "1401.6010",
  "version": "v2",
  "published": "2014-01-23T15:42:11.000Z",
  "updated": "2015-07-29T15:45:44.000Z",
  "title": "Multidimensional stochastic differential equations with distributional drift",
  "authors": [
    "Franco Flandoli",
    "Elena Issoglio",
    "Francesco Russo"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the corresponding Kolmogorov equation whose coefficient is a distribution.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-01-23T15:42:11.000Z",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2015-07-29T15:45:44.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "distributional drift",
      "time-dependent multidimensional stochastic differential equation",
      "negative derivation order",
      "corresponding kolmogorov equation",
      "sobolev spaces"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1401.6010F"
    }
  }
}