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math.PR2026
Uniform-in-Time Smoluchowski-Kramers Approximation in Total Variation for Fractional SDEs
Qian Yu, Jiaxin Zha
Let be a one-dimensional fractional Brownian motion with Hurst index . We study the small-mass limit of the kinetic equation \[ dX_t^μ=Y_t^μ\,dt,\qquad μ\,dY_t^μ…
math.PR2026
Strong existence for SDEs with singular drifts driven by fractional Brownian motion
Jiazhen Gu, Qian Yu
Let be a -dimensional fractional Brownian motion with Hurst parameter . We prove the existence of a strong solution to $$d X_t=b(t,X_t)d t+d B_t^H, X_0=x_0\in…