论文标题
依赖路径的SDE，具有跳跃和不规则漂移：适合和差异性特性
Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties
论文作者
论文摘要
我们讨论了一个与路径依赖性SDE的概念，并以分布漂移为可能的跳跃。我们通过合适的马丁纳尔问题来解释它，我们为此提供了存在和独特性。相应的解决方案预计将是迪利奇的过程，尽管如此，我们提供了无法符合此属性的解决方案的示例。在本文的第二部分中，我们确实指出，并证明了Dirichlet过程类别的重大新结果。
We discuss a concept of path-dependent SDE with distributional drift with possible jumps. We interpret it via a suitable martingale problem, for which we provide existence and uniqueness. The corresponding solutions are expected to be Dirichlet processes, nevertheless we give examples of solutions which do not fulfill this property. In the second part of the paper we indeed state and prove significant new results on the class of Dirichlet processes.
