Cover Image

Ergodic Theory for Fractional SDE with Singular Coefficients

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Mayorcas, Avi, Mądry, Łukasz
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Introduction to SPDEs from Probability and PDE
by: Mayorcas, Avi
Published: (2021)

Singular SPDEs on Homogeneous Lie Groups
by: Mayorcas, Avi, et al.
Published: (2023)

Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion
by: Galeati, Lucio, et al.
Published: (2024)

Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
by: Matsuda, Toyomu, et al.
Published: (2023)

An Additive-Noise Approximation to Keller-Segel-Dean-Kawasaki Dynamics: Local Well-Posedness of Paracontrolled Solutions
by: Martini, Adrian, et al.
Published: (2022)

Zero noise limit for singular ODE regularized by fractional noise
by: Mądry, Łukasz, et al.
Published: (2024)

Large Deviations of the $Φ^4_3$ Measure via Stochastic Quantisation
by: Klose, Tom, et al.
Published: (2024)

McKean-Vlasov SDE and SPDE with Locally Monotone Coefficients
by: Hong, Wei, et al.
Published: (2022)

An Additive-Noise Approximation to Keller-Segel-Dean-Kawasaki Dynamics: Small-Noise Results
by: Martini, Adrian, et al.
Published: (2024)

Homogenisation of a Passive Scalar Transported by Locally Supported White Noise
by: Butori, Federico, et al.
Published: (2025)

Exponential Ergodicity for McKean-Vlasov SDEs with Singular Interactions
by: Huang, Xing, et al.
Published: (2025)

On a Computable Skorokhod's Integral Based Estimator of the Drift Parameter in Fractional SDE
by: Marie, Nicolas
Published: (2023)

On a Calculable Skorokhod's Integral Based Projection Estimator of the Drift Function in Fractional SDE
by: Marie, Nicolas
Published: (2023)

Transition Path Theory For Lévy-Type Processes: SDE Representation and Statistics
by: Huang, Yuanfei, et al.
Published: (2025)

Strong solutions of SDE's with rough coefficients
by: Ustunel, Ali Suleyman
Published: (2025)

Stochastic Analysis of Overlapping Generations Models Under Incomplete Markets
by: Chen, Cangxiong, et al.
Published: (2025)

Renormalised Models for Variable Coefficient Singular SPDEs
by: Broux, Lucas, et al.
Published: (2025)

Multidimensional SDE with distributional drift and Lévy noise
by: Kremp, Helena, et al.
Published: (2020)

Onsager-Machlup Functional for SDE with Time-Varying Fractional Noise
by: Zhu, Yanbin, et al.
Published: (2025)

On ergodic property of the solution to a Lévy-driven SDE
by: Knopova, Victoria, et al.
Published: (2024)

McKean-Vlasov SDEs with Singular Coefficients and Distribution Dependent Noise: Well-posedness and Regularity
by: Huang, Xing
Published: (2023)

Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
by: Calvia, Alessandro, et al.
Published: (2025)

Euler--Maruyama scheme for $α$-stable SDE with distributional drift
by: Hao, Zimo, et al.
Published: (2026)

Renormalisation of Singular SPDEs with Correlated Coefficients
by: Clozeau, Nicolas, et al.
Published: (2025)

Sensitivity of functionals of McKean-Vlasov SDE's with respect to the initial distribution
by: de Feo, Filippo, et al.
Published: (2024)

Supercritical McKean-Vlasov SDE driven by cylindrical $α$-stable process
by: Hao, Zimo, et al.
Published: (2024)

Ergodic properties of the harmonic process
by: Redig, Frank, et al.
Published: (2026)

Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
by: Cardaliaguet, Pierre, et al.
Published: (2026)

SDE approximations of GANs training and its long-run behavior
by: Cao, Haoyang, et al.
Published: (2020)

Quadratic BSDEs with Singular Generators and Unbounded Terminal Conditions: Theory and Applications
by: Wang, Wenbo, et al.
Published: (2025)

Phase transition in the EM scheme of an SDE driven by $α$-stable noises with $α\in (0,2]$
by: Wang, Yu, et al.
Published: (2024)

Strong well-posedness of a singular SDE for signed Coulomb particles
by: van Meurs, Patrick, et al.
Published: (2026)

Exponential Ergodicity of CBIRE-Processes with Competition and Catastrophes
by: Chen, Shukai, et al.
Published: (2024)

Ergodic Theorems for Random Walks in Random Environments
by: Ghosh, Ayan
Published: (2026)

Approximations of Geometrically Ergodic Reversible Markov Chains
by: Negrea, Jeffrey, et al.
Published: (2017)

Ergodic behavior of products of random positive operators
by: Ligonnière, Maxime
Published: (2023)

A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
by: Song, Xiaoming, et al.
Published: (2026)

The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2025)

Ergodicity of conditional McKean-Vlasov jump diffusions
by: Bao, Jianhai, et al.
Published: (2025)

Ergodicity, CLT and asymptotic maximum of the Airy$_1$ process
by: Pu, Fei
Published: (2023)