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Interacting particles in random irregular media
Abstract
In this paper, we first develop novel tools of independent interest in the field of stochastic calculus related to SDEs with distributional drift, namely the formulation of a quasi-Stroock-Varadhan martingale problem in the sense that the test functions are of class C1,2 instead of solutions of Kolmogorov type PDE. This has several applications, among which, the time restriction and the notion of conditional rough martingale problem and related solution.
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BibTeX
@misc{bondi2026interacting,
title = {{Interacting particles in random irregular media}},
author = {Luca Bondi and Elena Issoglio and Francesco Russo},
howpublished = {HAL},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.39903},
eprint = {2610.39903},
archivePrefix = {arXiv},
url = {https://hal.science/hal-05843349v1},
}
RIS
TY - UNPB
TI - Interacting particles in random irregular media
AU - Luca Bondi
AU - Elena Issoglio
AU - Francesco Russo
PY - 2026
DA - 2026/10/29
PB - HAL
DO - 10.48550/arxiv.2610.39903
UR - https://hal.science/hal-05843349v1
AB - In this paper, we first develop novel tools of independent interest in the field of stochastic calculus related to SDEs with distributional drift, namely the formulation of a quasi-Stroock-Varadhan martingale problem in the sense that the test functions are of class C^1,2 instead of solutions of Kolmogorov type PDE. This has several applications, among which, the time restriction and the notion of conditional rough martingale problem and related solution.
ER -