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math.PR2023★ 1 cited
Weak existence for SDEs with singular drifts and fractional Brownian or Levy noise beyond the subcritical regime
Oleg Butkovsky, Samuel Gallay
We study a multidimensional stochastic differential equation with additive noise: \[ d X_t=b(t, X_t) dt +d ξ_t, \] where the drift is integrable in space and time, and is e…
math.PR2023★ 3 cited
Stochastic equations with singular drift driven by fractional Brownian motion
Oleg Butkovsky, Khoa Lê, Leonid Mytnik
We consider stochastic differential equation where the drift is either a measure or an integrable function, and is a -dimensional fract…