4 papers
Distribution dependent SDEs driven by additive fractional Brownian motion
Lucio Galeati, Fabian A. Harang, Avi Mayorcas
We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter…
Nonlinear Young differential equations: a review
Lucio Galeati
Nonlinear Young integrals have been first introduced in [Catellier,Gubinelli, SPA 2016] and provide a natural generalisation of classical Young ones, but also a versatile tool in t…
Regularization of multiplicative SDEs through additive noise
Lucio Galeati, Fabian A. Harang
We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz require…
On the convergence of stochastic transport equations to a deterministic parabolic one
Lucio Galeati
A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative…