2 papers
math.PR2024
SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view
Elena Issoglio, Francesco Russo
We consider SDEs with (distributional) drift in negative Besov spaces and random initial condition and investigate them from two different viewpoints. In the first part we set up a…
math.PR2024
On the well-posedness of a class of McKean Feynman-Kac equations
Jonas Lieber, Nadia Oudjane, Francesco Russo
We analyze the well-posedness of a so called McKean Feynman-Kac Equation (MFKE), which is a McKean type equation with a Feynman-Kac perturbation. We provide in particular weak and…