Distribution dependent SDEs driven by additive fractional Brownian motion

DOI10.1007/s00440-022-01145-warXiv2105.14063OpenAlexW3169569942MaRDI QIDQ6085092

Fabian A. Harang, Avi Mayorcas, Lucio Galeati

Publication date: 2 December 2023

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.14063

zbMATH Keywords

fractional Brownian motionsingular driftsregularization by noisedistribution dependent SDEs

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularization by noise (60H50) Applications of rough analysis (60L90)

Related Items

Stochastic averaging principle for two-time-scale SPDEs driven by fractional Brownian motion with distribution dependent coefficients

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