Anzeletti, L. (2025, March 19). Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion [Presentation]. Seminar at the Department of Mathematics (Università di Pisa), Pisa, Italy.
Seminar at the Department of Mathematics (Università di Pisa)
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Veranstaltungszeitraum:
19-Mär-2025
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Veranstaltungsort:
Pisa, Italien
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Keywords:
Stochastic Analysis; Regularization by noise; Stochastic Differential Equations
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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. Joint work with Lucio Galeati, Alexandre Richard and Etienne Tanré.