<div class="csl-bib-body">
<div class="csl-entry">Galeati, L., & Gerencsér, M. (2025). Solution theory of fractional SDEs in complete subcritical regimes. <i>Forum of Mathematics, Sigma</i>, <i>13</i>, Article 12. https://doi.org/10.1017/fms.2024.136</div>
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dc.identifier.issn
2050-5094
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/222476
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dc.description.abstract
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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dc.description.sponsorship
FWF - Österr. Wissenschaftsfonds
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dc.language.iso
en
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dc.publisher
Cambridge University Press
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dc.relation.ispartof
Forum of Mathematics, Sigma
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dc.subject
Fractional stochastic differential equations
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dc.subject
Fractional Brownian motion
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dc.subject
Well-posedness / solution theory
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dc.title
Solution theory of fractional SDEs in complete subcritical regimes
Quantum Optical Binding of Levitated Nanoparticles QBind Application for the Principal Investigator Project Submitted to the Austrian Science Fund (FWF) by Dr. Uros
