On some path-dependent SDEs involving distributional drifts

Abstract

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.

References in corpus (2)

• One-dimensional Stochastic Differential Equations with Generalized and Singular Drift
• Weak uniqueness and density estimates for sdes with coefficients depending on some path-functionals