4 papers
Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
Jiazhen Gu, Qian Yu
In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our res…
Asymptotic Properties of the Derivative of Self-Intersection Local Time of Multidimensional Fractional Brownian Motion
Jiazhen Gu, Jinchi Jiang, Qian Yu
Let \{B_t^H,t\geq0\} be a d-dimensional fractional Brownian motion. We prove that the approximation of the first-order derivative of self-intersection local time, defined as α_{\va…
On the exponential integrability of the derivative of intersection and self-intersection local time for fractional Brownian motion and a limit theorem related to the self-intersection local time for fractional Brownian motion
Kaustav Das, Gregory Markowsky, Binghao Wu +1
We give the correct condition for existence of the -th derivative of the intersection local time for fractional Brownian motion, which was originally discussed in [Guo, J., Hu,…
An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
Tongxuan Liu, Qian Yu
In this paper, we consider the distribution-dependent SDE driven by fractional Brownian motion with small noise and study the rate of Fisher information convergence in the central…