Blar i BI Open på forfatter "Galeati, Lucio"
-
Distribution dependent SDEs driven by fractional Brownian motion with singular coefficients
Harang, Fabian Andsem; Mayorcas, Avi; Galeati, Lucio (Peer reviewed; Journal article, 2022)We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter H∈(0,1). We establish strong well-posedness ...