Tuesday, May 28, 2024 - 09:50 in ZiF, plenary hall
Behavior of the law of the solution for singular SDEs driven by fractional Brownian motion
A talk in the SPDEvent series by
Lukas Anzeletti from TU Vienna
| Abstract: |
We investigate the properties of solutions to a well-posed SDE with distributional drift and fractional Brownian noise. The results include that the density of the law of the unique solution enjoys a certain regularity in space and integrability in time as well as upper and lower Gaussian bounds. Moreover, implications on the existence of solutions to a related McKean-Vlasov equation are presented.
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