Answers are grounded in this paper and cite their sources.
We are interested in existence of solutions to the d-dimensional equationwhere B is a (fractional) Brownian motion with Hurst parameter H 1/2 and b is an R d -valued measure in some Besov space.We exhibit a class of drifts b such that weak existence holds.In particular existence of a weak solution is shown for b being a finite R d -valued measure for any H < 1/(2d).
No takes yet. Share an insight, caveat, or question.
Lukas Anzeletti (2023) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: