Special Session 168: Stochastic Analysis and Large Scale Interacting Systems

Stroock-Varadhan martingale problem of Young stochastic differential equations
Chengcheng Ling
University of Augsburg
Germany
Co-Author(s):    Fabio Bugini, Michele Coghi, Khoa L\^e
Abstract:
Under mild regularity assumptions, we prove that the martingale problem associated with the hybrid Young-Lyons-It\^o differential equation admits a unique solution, thereby establishing probabilistic weak well-posedness. Our proof relies on the analysis of the associated Kolmogorov equations, which are Young-type parabolic PDEs with singular coefficients. The resulting theory for such singular Young-type parabolic PDEs is also of independent interest.