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math.PR2024
Regularisation by Gaussian rough path lifts of fractional Brownian motions
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê +1
The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fra…
math.PR2022
Stability estimates for singular SDEs and applications
Lucio Galeati, Chengcheng Ling
We consider multidimensional SDEs with singular drift and Sobolev diffusion coefficients , satisfying Krylov--Röckner type assumptions. We prove several stability estimates,…