14 citations · 40 across the 19 of their papers we have counts for
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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…
Distribution dependent SDEs driven by additive continuous noise
Lucio Galeati, Fabian A. Harang, Avi Mayorcas
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We…
Volterra equations driven by rough signals 2: higher order expansions
Fabian A. Harang, Samy Tindel, Xiaohua Wang
We extend the recently developed rough path theory for Volterra equations from (Harang and Tindel, 2019) to the case of more rough noise and/or more singular Volterra kernels. It w…
Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
Rémi Catellier, Fabian A. Harang
Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that…