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math.PR2025
Uniqueness for stochastic differential equations in Hilbert spaces with irregular drift
Lukas Anzeletti, Oleg Butkovsky, Máté Gerencsér +1
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in…
math.PR2025
On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
Lukas Anzeletti, Lucio Galeati, Alexandre Richard +1
We investigate properties of the (conditional) law of the solution to SDEs driven by fractional Brownian noise with a singular, possibly distributional, drift. Our results on the l…