Solution theory of fractional SDEs in complete subcritical regimes
We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that includes strong existence, path-by-path uniqueness, existenc...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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Cambridge University Press
2025-01-01
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| Edice: | Forum of Mathematics, Sigma |
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| On-line přístup: | https://www.cambridge.org/core/product/identifier/S2050509424001361/type/journal_article |
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