<div class="csl-bib-body">
<div class="csl-entry">Anzeletti, L. (2024, October 24). <i>Properties of the solution of singular SDEs with fractional noise and well-posedness for a McKean-Vlasov equation</i> [Presentation]. Stochastik Seminar der Universität Augsburg 2024, Augsburg, Germany.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/204749
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dc.description.abstract
We look at SDEs with additive fractional Brownian noise and distributional (time-dependent) drift. Well-posedness of such equations has been thoroughly studied in recent years, generally known as a phenomenon called regularization by noise . We prove existence of a density of the solution to such equations and investigate the properties thereof. In particular, the density has a certain regularity and Gaussian tails. This is used to extend results on existence and uniqueness of solutions to a convolution-type McKean-Vlasov equation. Based on joint work with Lucio Galeati, Alexandre Richard and Etienne Tanré.
en
dc.language.iso
en
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dc.subject
Stochastic Analysis
en
dc.subject
Regularization by noise
en
dc.subject
Stochastic Differential Equations
en
dc.title
Properties of the solution of singular SDEs with fractional noise and well-posedness for a McKean-Vlasov equation
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Presentation
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
100
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tuw.publication.orgunit
E101-01 - Forschungsbereich Analysis
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tuw.author.orcid
0000-0002-4450-8768
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tuw.event.name
Stochastik Seminar der Universität Augsburg 2024
en
tuw.event.startdate
24-10-2024
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tuw.event.enddate
24-10-2024
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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
Augsburg
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tuw.event.country
DE
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tuw.event.institution
Universität Augsburg
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tuw.event.presenter
Anzeletti, Lukas
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
100
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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item.languageiso639-1
en
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item.grantfulltext
none
-
item.fulltext
no Fulltext
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item.openairetype
conference presentation
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item.cerifentitytype
Publications
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crisitem.author.dept
E101-01 - Forschungsbereich Analysis
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crisitem.author.orcid
0000-0002-4450-8768
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crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
