International Seminar on SDEs and Related Topics 2023
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Event date:
5-May-2023
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Event place:
Finland
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Keywords:
Regularisation by noise; fractional Brownian motion
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Abstract:
We consider integrals of expressions of the form f(Xt ), where X is a stochastic process, and f is only a distribution. We overview some recent results on defining such integrals and discuss a variety of their applications in regularisation by noise for stochastic differential equations such as existence, uniqueness, stability, regularity, and approximation properties.