7 citations · 22 across the 7 of their papers we have counts for
6 papers · 1 filter
McKean-Vlasov equations on infinite-dimensional Hilbert spaces with irregular drift and additive fractional noise
Martin Bauer, Thilo Meyer-Brandis
This paper establishes results on the existence and uniqueness of solutions to McKean-Vlasov equations, also called mean-field stochastic differential equations, in an infinite-dim…
Strong Solutions of Mean-Field SDEs with irregular expectation functional in the drift
Martin Bauer, Thilo Meyer-Brandis
We analyze multi-dimensional mean-field stochastic differential equations where the drift depends on the law in form of a Lebesgue integral with respect to the pushforward measure…
Existence and Regularity of Solutions to Multi-Dimensional Mean-Field Stochastic Differential Equations with Irregular Drift
Martin Bauer, Thilo Meyer-Brandis
We examine existence and uniqueness of strong solutions of multi-dimensional mean-field stochastic differential equations with irregular drift coefficients. Furthermore, we establi…
Restoration of Well-Posedness of Infinite-dimensional Singular ODE's via Noise
David Baños, Martin Bauer, Thilo Meyer-Brandis +1
In this paper we aim at generalizing the results of A. K. Zvonkin and A. Y. Veretennikov on the construction of unique strong solutions of stochastic differential equations with si…
Strong Solutions of Mean-Field Stochastic Differential Equations with irregular drift
Martin Bauer, Thilo Meyer-Brandis, Frank Proske
We investigate existence and uniqueness of strong solutions of mean-field stochastic differential equations with irregular drift coefficients. Our direct construction of strong sol…
Construction of Malliavin differentiable strong solutions of SDEs under an integrability condition on the drift without the Yamada-Watanabe principle
David R. Baños, Sindre Duedahl, Thilo Meyer-Brandis +1
In this paper we aim at employing a compactness criterion of Da Prato, Malliavin, Nualart for square integrable Brownian functionals to construct unique strong solutions of SDE's u…