Galeati, L., & Gerencsér, M. (2025). Solution theory of fractional SDEs in complete subcritical regimes. Forum of Mathematics, Sigma, 13, Article 12. https://doi.org/10.1017/fms.2024.136
We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that includes strong existence, path-by-path uniqueness, existence of a solution flow of diffeomorphisms, Malliavin differentiability and -irregularity. As a consequence, we can also treat McKean-Vlasov, transport and continuity equations.
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Project title:
Quantum Optical Binding of Levitated Nanoparticles QBind Application for the Principal Investigator Project Submitted to the Austrian Science Fund (FWF) by Dr. Uros: PAT8785024 (FWF - Österr. Wissenschaftsfonds)
