dc.contributor.author | Harang, Fabian Andsem | |
dc.contributor.author | Mayorcas, Avi | |
dc.contributor.author | Galeati, Lucio | |
dc.date.accessioned | 2022-06-13T11:51:42Z | |
dc.date.available | 2022-06-13T11:51:42Z | |
dc.date.created | 2022-06-10T10:19:04Z | |
dc.date.issued | 2022 | |
dc.identifier.issn | 0178-8051 | |
dc.identifier.uri | https://hdl.handle.net/11250/2998517 | |
dc.description.abstract | 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 under a variety of assumptions on the drift; these include the choice
B(⋅,μ)=(f∗μ)(⋅)+g(⋅),f,g∈Bα∞,∞,α>1−12H,
thus extending the results by Catellier and Gubinelli (Stochast Process Appl 126(8):2323–2366, 2016) to the distribution dependent case. The proofs rely on some novel stability estimates for singular SDEs driven by fractional Brownian motion and the use of Wasserstein distances. | en_US |
dc.language.iso | eng | en_US |
dc.rights | Navngivelse 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by/4.0/deed.no | * |
dc.subject | Distribution dependent SDEs | en_US |
dc.subject | Singular drifts | en_US |
dc.subject | Regularization by noise | en_US |
dc.subject | Fractional Brownian motion | en_US |
dc.title | Distribution dependent SDEs driven by fractional Brownian motion with singular coefficients | en_US |
dc.title.alternative | Distribution dependent SDEs driven by fractional Brownian motion with singular coefficients | en_US |
dc.type | Peer reviewed | en_US |
dc.type | Journal article | en_US |
dc.description.version | acceptedVersion | en_US |
dc.rights.holder | The Authors | en_US |
dc.source.journal | Probability theory and related fields | en_US |
dc.identifier.doi | 10.1007/s00440-022-01145-w | |
dc.identifier.cristin | 2030725 | |
cristin.ispublished | true | |
cristin.fulltext | postprint | |
cristin.qualitycode | 2 | |