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<div class="csl-entry">Anzeletti, L. (2025, March 19). <i>Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion</i> [Presentation]. Seminar at the Department of Mathematics (Università di Pisa), Pisa, Italy.</div>
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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.
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Stochastic Analysis
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Regularization by noise
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Stochastic Differential Equations
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Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion