On some path-dependent SDEs involving distributional drifts
Alberto Ohashi</name>
<arxiv:affiliation>ENSTA Paris</arxi·2020-02-07·via math.PR updates on arXiv.org
In this paper, we study (strong and weak) existence and uniqueness of a class of non-Markovian SDEs whose drift contains the derivative in the sense of distributionsof a continuous function.