Student Probability/PDE Seminar: Weak Solutions to SDE with Distributional Drift
Seminar | February 24 | 2:10-3:30 p.m. | 891 Evans Hall
Kyeongsik Nam, UC Berkeley
There has been many works to construct a solution to SDE with additive noise when drift term is just Hölder continuous or integrable in some sense. In this talk, I will introduce a new method to construct a weak solution to SDE when drift is only a distribution. We will make use of paradifferential calculus and an idea from the rough path theory.