2 papers
math.PR2026
Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
Jiazhen Gu, Qian Yu
In this paper, we establish the strong well-posedness of SDEs with merely integrable time-dependent drifts driven by fractional Brownian motions with Hurst parameter H<1/2. Our res…
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_{\v…