Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
Fuente:
arXiv
Saved in:
| Main Authors: | Dareiotis, Konstantinos, Haress, El Mehdi, Lê, Khoa |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Stochastic equations with singular drift driven by fractional Brownian motion
by: Butkovsky, Oleg, et al.
Published: (2023)
by: Butkovsky, Oleg, et al.
Published: (2023)
Long time Hurst regularity of fractional SDEs and their ergodic means
by: Haress, El Mehdi, et al.
Published: (2022)
by: Haress, El Mehdi, et al.
Published: (2022)
Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
by: Haress, El Mehdi, et al.
Published: (2023)
by: Haress, El Mehdi, et al.
Published: (2023)
Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024)
by: Dareiotis, Konstantinos, et al.
Published: (2024)
Numerical approximation of SDEs with fractional noise and distributional drift
by: Goudenège, Ludovic, et al.
Published: (2023)
by: Goudenège, Ludovic, et al.
Published: (2023)
Singular stochastic delay equations driven by fractional Brownian motion: Dynamics, longtime behaviour, and pathwise stability
by: Varzaneh, Mazyar Ghani, et al.
Published: (2024)
by: Varzaneh, Mazyar Ghani, et al.
Published: (2024)
Stochastic differential equations driven by fractional Brownian motion: dependence on the Hurst parameter
by: Kwossek, Anna P., et al.
Published: (2025)
by: Kwossek, Anna P., et al.
Published: (2025)
On the density of singular SDEs with fractional noise and applications to McKean-Vlasov equations
by: Anzeletti, Lukas, et al.
Published: (2025)
by: Anzeletti, Lukas, et al.
Published: (2025)
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)
by: Butkovsky, Oleg, et al.
Published: (2022)
On the negativity of the top Lyapunov exponent for stochastic differential equations driven by fractional Brownian motion
by: Neamţu, Alexandra Blessing, et al.
Published: (2025)
by: Neamţu, Alexandra Blessing, et al.
Published: (2025)
Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion
by: Galeati, Lucio, et al.
Published: (2024)
by: Galeati, Lucio, et al.
Published: (2024)
Quantifying a convergence theorem of Gyöngy and Krylov
by: Dareiotis, Konstantinos, et al.
Published: (2021)
by: Dareiotis, Konstantinos, et al.
Published: (2021)
Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
by: Bogso, Antoine-Marie, et al.
Published: (2023)
by: Bogso, Antoine-Marie, et al.
Published: (2023)
Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations
by: Hamaguchi, Yushi
Published: (2023)
by: Hamaguchi, Yushi
Published: (2023)
Synchronization by noise for stochastic differential equations driven by fractional Brownian motion
by: Blessing, Alexandra, et al.
Published: (2026)
by: Blessing, Alexandra, et al.
Published: (2026)
Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
by: Dareiotis, Konstantinos, et al.
Published: (2022)
by: Dareiotis, Konstantinos, et al.
Published: (2022)
Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
by: Matsuda, Toyomu, et al.
Published: (2023)
by: Matsuda, Toyomu, et al.
Published: (2023)
An Itô-Wentzell formula for the fractional Brownian motion
by: Maia, Luís
Published: (2024)
by: Maia, Luís
Published: (2024)
Weak well-posedness of stochastic Volterra equations with completely monotone kernels and non-degenerate noise
by: Hamaguchi, Yushi
Published: (2023)
by: Hamaguchi, Yushi
Published: (2023)
The Onsager-Machlup functional for distribution dependent SDEs driven by fractional Brownian motion
by: Zhu, Yanbin, et al.
Published: (2025)
by: Zhu, Yanbin, et al.
Published: (2025)
Solution theory of fractional SDEs in complete subcritical regimes
by: Galeati, Lucio, et al.
Published: (2022)
by: Galeati, Lucio, et al.
Published: (2022)
Distribution dependent SDEs with multiplicative fractional noise
by: Fan, Xiliang, et al.
Published: (2024)
by: Fan, Xiliang, et al.
Published: (2024)
Multi-dimensional fractional Brownian motion in the G-setting
by: Biagini, Francesca, et al.
Published: (2023)
by: Biagini, Francesca, et al.
Published: (2023)
Optimal rate of convergence for approximations of SPDEs with non-regular drift
by: Butkovsky, Oleg, et al.
Published: (2021)
by: Butkovsky, Oleg, et al.
Published: (2021)
Failure of the Markov property for stochastic Volterra equations
by: Friesen, Martin, et al.
Published: (2025)
by: Friesen, Martin, et al.
Published: (2025)
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
by: Lucertini, Giacomo, et al.
Published: (2024)
by: Lucertini, Giacomo, et al.
Published: (2024)
On the existence, uniqueness and stability of solutions of SDEs with state-dependent variable exponent
by: Avci, Mustafa
Published: (2025)
by: Avci, Mustafa
Published: (2025)
Large deviations of slow-fast systems driven by fractional Brownian motion
by: Gailus, Siragan, et al.
Published: (2022)
by: Gailus, Siragan, et al.
Published: (2022)
An asymptotic expansion of the norm of $e^{-|{t-s}|}{1}_{\{0\le s,t\le T\}}$ in the canonical Hilbert space of fractional Brownian motion
by: Chen, Yong
Published: (2025)
by: Chen, Yong
Published: (2025)
Concentration estimates for SPDEs driven by fractional Brownian motion
by: Berglund, Nils, et al.
Published: (2024)
by: Berglund, Nils, et al.
Published: (2024)
On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
by: Bahrii, Anna
Published: (2025)
by: Bahrii, Anna
Published: (2025)
Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
by: Cázares, Jorge González, et al.
Published: (2025)
by: Cázares, Jorge González, et al.
Published: (2025)
Controlled rough SDEs, pathwise stochastic control and dynamic programming principles
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Worst-case mixing estimates for Brownian motion with semipermeable barriers
by: Van Werde, Alexander, et al.
Published: (2025)
by: Van Werde, Alexander, et al.
Published: (2025)
Poisson stability of solutions for stochastic evolution equations driven by fractional Brownian motion
by: Zhang, Xinze, et al.
Published: (2024)
by: Zhang, Xinze, et al.
Published: (2024)
Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions
by: Sankar, S., et al.
Published: (2022)
by: Sankar, S., et al.
Published: (2022)
$L^{α-1}$ distance between two one-dimensional stochastic differential equations with drift terms driven by a symmetric $α$-stable process
by: Nakagawa, Takuya
Published: (2025)
by: Nakagawa, Takuya
Published: (2025)
Stochastic Currents of Fractional Brownian Motion: Existence and Regularity
by: Grothaus, Martin, et al.
Published: (2024)
by: Grothaus, Martin, et al.
Published: (2024)
New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
by: Takahashi, Akihiko, et al.
Published: (2023)
by: Takahashi, Akihiko, et al.
Published: (2023)
Exponential ergodicity and finite-dimensional approximation for Markovian lifts of stochastic Volterra equations
by: Hamaguchi, Yushi
Published: (2026)
by: Hamaguchi, Yushi
Published: (2026)
Similar Items
-
Stochastic equations with singular drift driven by fractional Brownian motion
by: Butkovsky, Oleg, et al.
Published: (2023) -
Long time Hurst regularity of fractional SDEs and their ergodic means
by: Haress, El Mehdi, et al.
Published: (2022) -
Estimation of several parameters in discretely-observed Stochastic Differential Equations with additive fractional noise
by: Haress, El Mehdi, et al.
Published: (2023) -
Regularisation by Gaussian rough path lifts of fractional Brownian motions
by: Dareiotis, Konstantinos, et al.
Published: (2024) -
Numerical approximation of SDEs with fractional noise and distributional drift
by: Goudenège, Ludovic, et al.
Published: (2023)