ROUGH PATHS AND 1D SDE WITH A TIME DEPENDENT DISTRIBUTIONAL DRIFT. APPLICATION TO POLYMERS.

Motivated by the recent advances in the theory of stochastic partial differential equations involving nonlinear functions of distributions, like the Kardar-Parisi-Zhang (KPZ) equation, we reconsider the unique solvability of one-dimensional stochastic differential equations, the drift of which is a distribution, by means of rough paths theory. Existence and uniqueness are established in the weak sense when the drift reads as the derivative of a Hölder continuous function. Regularity of the drift part is investigated carefully and a related stochastic calculus is also proposed, which makes the structure of the solutions more explicit than within the earlier framework of Dirichlet processes.