5 citations · 5 across the 5 of their papers we have counts for
5 papers
Non-selection of Lagrangian trajectories in the zero-noise limit for a class of stochastic regularizations
Lucio Galeati, Filippo Giovagnini, Massimo Sorella
We prove the lack of selection in the zero-noise limit for solutions to SDEs driven by a divergence-free, Hölder continuous vector field with exponent , arbitrarily clos…
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…
A note on weak existence for singular SDEs
Lucio Galeati
Recently Krylov established weak existence of solutions to SDEs for integrable drifts in mixed Lebesgue spaces, whose exponents satisfy the condition , thus going be…
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,…
Solution theory of fractional SDEs in complete subcritical regimes
Lucio Galeati, Máté Gerencsér
We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a sca…