<div class="csl-bib-body">
<div class="csl-entry">Anzeletti, L. (2024, May 28). <i>Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion</i> [Presentation]. SPDEvent 2024, Bielefeld, Germany.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/198010
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dc.description.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.
en
dc.language.iso
en
-
dc.subject
Stochastic Analysis
en
dc.subject
Regularization by noise
en
dc.subject
Stochastic Differential Equations
en
dc.title
Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Presentation
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tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
100
-
tuw.publication.orgunit
E101-01 - Forschungsbereich Analysis
-
tuw.author.orcid
0000-0002-4450-8768
-
tuw.event.name
SPDEvent 2024
en
tuw.event.startdate
27-05-2024
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tuw.event.enddate
29-05-2024
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
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tuw.event.place
Bielefeld
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tuw.event.country
DE
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tuw.event.institution
Universität Bielefeld
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tuw.event.presenter
Anzeletti, Lukas
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
100
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item.languageiso639-1
en
-
item.openairetype
conference presentation
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item.grantfulltext
none
-
item.fulltext
no Fulltext
-
item.cerifentitytype
Publications
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
-
crisitem.author.dept
E101-01 - Forschungsbereich Analysis
-
crisitem.author.orcid
0000-0002-4450-8768
-
crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
