SDEs with singular coefficients: The martingale problem view and the stochastic dynamics view

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 martingale problem and show its well-posedness.We then prove further properties of the martingale problem, like continu...

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Bibliographische Detailangaben

Hauptverfasser:	Issoglio, Elena, Russo, Francesco
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
Online-Zugang:	Volltext bestellen
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