Anzeletti, L. (2024, May 28). Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion [Presentation]. SPDEvent 2024, Bielefeld, Germany.
Stochastic Analysis; Regularization by noise; Stochastic Differential Equations
en
Abstract:
We investigate the properties of solutions to a well-posed SDE with distributional drift and fractional Brownian noise. The results include that the density of the law of the unique solution enjoys a certain regularity in space and integrability in time as well as upper and lower Gaussian bounds. Moreover, implications on the existence of solutions to a related McKean-Vlasov equation are presented.
