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Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential (1501.04751v2)
Published 20 Jan 2015 in math.PR
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.
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