82 citations · 154 across the 37 of their papers we have counts for
5 papers · 1 filter
C-infinity-regularization by Noise of Singular ODE's
Oussama Amine, David Baños, Frank Proske
In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a…
Strong Uniqueness of Singular Stochastic Delay Equations
D. Baños, H. H. Haferkorn, F. Proske
In this article we introduce a new method for the construction of unique strong solutions of a larger class of stochastic delay equations driven by a discontinuous drift vector fie…
Girsanov Theorem for Multifractional Brownian Processes
Fabian Harang, Torstein Nilssen, Frank Proske
In this article we will present a new perspective on the variable order fractional calculus, which allows for differentiation and integration to a variable order, i.e. one differen…
Strong solutions of SDE's with generalized drift and multidimensional fractional Brownian initial noise
David R. Baños, Salvador Ortiz-Latorre, Andrey Pilipenko +1
In this paper we prove the existence of strong solutions to a SDE with a generalized drift driven by a multidimensional fractional Brownian motion for small Hurst parameters H<1/2.…
Stochastic functional differential equations and sensitivity to their initial path
David R. Baños, Giulia Di Nunno, Hannes Haferkorn +1
We consider systems with memory represented by stochastic functional differential equations. Substantially, these are stochastic differential equations with coefficients depending…