XML Exception: Invalid Character(s)

I am working on a small project that is receiving XML data in string form from a long running application. I am trying to load this string data into an XDocument (System.Xml.Linq.XDocument), and then from there do some XML Magic and create an xlsx file for a report on the data.

On occasion, I receive the data that has invalid XML characters, and when trying to parse the string into an XDocument, I get this error.

[System.Xml.XmlException] Message: '?', hexadecimal value 0x1C, is an invalid character.

Since I have no control over the remote application, you could expect ANY kind of character.

I am well aware that XML has a way where you can put characters in it such as &#x1C or something like that.

If at all possible I would SERIOUSLY like to keep ALL the data. If not, than let it be.

I have thought about editing the response string programatically, then going back and trying to re-parse should an exception be thrown, but I have tried a few methods and none of them seem successful.

Thank you for your thought.

Code is something along the line of this:

TextReader  tr;
XDocument  doc;

string           response; //XML string received from server. 
... 
tr = new StringReader (response);   

try
{
    doc = XDocument.Load(tr);
}
catch (XmlException e)
{
    //handle here?
}