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<div class="csl-entry">Anzeletti, L., Galeati, L., Richard, A., & Tanré, E. (2025, July 20). <i>On the density of singular SDEs with fractional noise and applications to McKean--Vlasov equations</i> [Presentation]. YMCN Summer School in Interacting Random Systems, Münster, Germany. http://hdl.handle.net/20.500.12708/218891</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/218891
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dc.description.abstract
We investigate the properties of solutions SDEs with distributional drift and fractional Brownian noise. Well-posedness of such equations has been widely studied in recent years. However, the standard tools to estimate the law of the solution are not available in this setting as the noise is not Markovian. The results presented include that the (conditional) law of the unique solution enjoys a certain regularity in space and integrability in time and its density has upper and lower Gaussian bounds. As a consequence, novel results on existence and uniqueness of solutions to a related McKean-Vlasov equation are presented. Joint work with Lucio Galeati, Alexandre Richard and Etienne Tanré.
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dc.language.iso
en
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dc.subject
Stochastic Analysis
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dc.subject
Regularization by noise
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dc.subject
Stochastic Differential Equations
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dc.title
On the density of singular SDEs with fractional noise and applications to McKean--Vlasov equations
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dc.type
Presentation
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dc.type
Vortrag
de
dc.contributor.affiliation
University of L'Aquila, Italy
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dc.contributor.affiliation
TU Wien, Austria
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dc.contributor.affiliation
Research Centre Inria Sophia Antipolis - Méditerranée, France
