Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s00440-015-0626-8.pdf
Reference32 articles.
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3. Bass, R., Chen, Z.-Q.: Stochastic differential equations for Dirichlet processes (English summary). Probab. Theory Relat. Fields 121, 422–446 (2001)
4. Bertini, L., Giacomin, G.: Stochastic Burgers and KPZ equations from particle systems. Commun. Math. Phys. 183, 571–607 (1997)
5. Brox, T.: A one-dimensional diffusion process in a Wiener medium. Ann. Probab. 14, 1206–1218 (1986)
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