Path-dependent infinite-dimensional SDE with non-regular drift : an existence result
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we on...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Universität Potsdam
2014
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| Subjects: | |
| Online Access: | http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-72084 http://opus.kobv.de/ubp/volltexte/2014/7208/ |