Recent Results on Stochastic Differential Equations and
Generalized Dirichlet Processes


Francesco Russo

Institut Galilée, Mathématiques
Université Paris 13


Abstract

We discuss a stochastic calculus approach for studying a large class of examples of SDEs where a distributional drift appears. Examples arise from irregular medium equations and Bessel processes. This presentation covers joint papers with F. Flandoli, F. Gozzi and J. Wolf. An application to stochastic control will also be furnished. Papers can be dowloaded from http://zeus.math.univ-paris13.fr/~russo/