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math.PR2015
Malliavin Calculus for regularity structures: the case of gPAM
Giuseppe Cannizzaro, Peter K. Friz, Paul Gassiat
Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, no…
math.PR2015
Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
Giuseppe Cannizzaro, Khalil Chouk
We study existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock-Varadhan martingale problem associa…