2 papers
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…
math.PR2025
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…