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math.PR2024
Regularisation by Gaussian rough path lifts of fractional Brownian motions
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê +1
The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fra…
math.PR2016★ 1 cited
Parabolic Anderson model with rough dependence in space
Yaozhong Hu, Jingyu Huang, Khoa Lê +2
This paper studies the one-dimensional parabolic Anderson model driven by a Gaussian noise which is white in time and has the covariance of a fractional Brownian motion with Hurst…