TY  - INPR
A1  - Dereudre, David
A1  - Roelly, Sylvie
T1  - Path-dependent infinite-dimensional SDE with non-regular drift : an existence result
N2  - We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be neither small or continuous, nor Markov. On the initial law we only assume that it admits a finite specific entropy. Our result strongly improves the previous ones obtained for free dynamics with a small perturbative drift. The originality of our method leads in the use of the specific entropy as a tightness tool and on a description of such stochastic differential equation as solution of a variational problem on the path space.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 3(2014)11 
KW  - Infinite-dimensional SDE
KW  - non-Markov drift
KW  - non-regular drift
KW  - variational principle
KW  - specific entropy
Y1  - 2014
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-72084
SN  - 2193-6943
VL  - 3
IS  - 11
PB  - Universitätsverlag Potsdam
CY  - Potsdam
ER  -