作者:Cannizzaro, Giuseppe; Chouk, Khalil
作者单位:University of Warwick; Technical University of Berlin
摘要:We study the existence and uniqueness of solution for stochastic differential equations with distributional drift by giving a meaning to the Stroock-Varadhan martingale problem associated to such equations. The approach we exploit is the one of paracontrolled distributions introduced in (Forum Math. Pi 3 ( 2015) e6). As a result, we make sense of the three-dimensional polymer measure with white noise potential.
作者:Marinelli, Carlo; Scarpa, Luca
作者单位:University of London; University College London
摘要:We prove global well-posedness for a class of dissipative semilinear stochastic evolution equations with singular drift and multiplicative Wiener noise. In particular, the nonlinear term in the drift is the superposition operator associated to a maximal monotone graph everywhere defined on the real line, on which neither continuity nor growth assumptions are imposed. The hypotheses on the diffusion coefficient are also very general, in the sense that the noise does not need to take values in s...