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math.PR2025
Uniqueness for stochastic differential equations in Hilbert spaces with irregular drift
Lukas Anzeletti, Oleg Butkovsky, Máté Gerencsér +1
We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in…
math.PR2025
Lectures on stochastic sewing with applications
Oleg Butkovsky
These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to intro…