Record link: 
http://hdl.handle.net/20.500.12708/218891
-
Title: 
On the density of singular SDEs with fractional noise and applications to McKean--Vlasov equations
en
Citation: 
Anzeletti, L., Galeati, L., Richard, A., & Tanré, E. (2025, July 20). On the density of singular SDEs with fractional noise and applications to McKean--Vlasov equations [Presentation]. YMCN Summer School in Interacting Random Systems, Münster, Germany. http://hdl.handle.net/20.500.12708/218891
-
Publication Type: 
Presentation - Presentation
en
Language: 
English
-
Authors: 
Anzeletti, Lukas 
Galeati, Lucio 
Richard, Alexandre 
Tanré, Etienne 
-
Organisational Unit: 
E101-01-4 - Forschungsgruppe Stochastische Differentialgleichungen 
-
Date (published): 
20-Jul-2025
-
Event name: 
YMCN Summer School in Interacting Random Systems 
en
Event date: 
16-Jun-2025 - 20-Jun-2025
-
Event place: 
Münster, Germany
-
Keywords: 
Stochastic Analysis; Regularization by noise; Stochastic Differential Equations
en
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.
en
Research Areas: 
Fundamental Mathematics Research: 100%
-
Science Branch: 
1010 - Mathematik: 100%
-
Appears in Collections:
Presentation

Show full item record

Google ScholarTM

Check