A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
Fuente:
arXiv
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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2026
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866915933174366208 |
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| author | Song, Xiaoming Tortoriello, Alexander |
| author_facet | Song, Xiaoming Tortoriello, Alexander |
| contents | In this article we study a class of singular stochastic differential equations driven by fractional Brownian motion with Hurst parameter H<1/2. The solution is constructed as the limit of a family of approximating processes, and its trajectory properties are investigated. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_10266 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2 Song, Xiaoming Tortoriello, Alexander Probability In this article we study a class of singular stochastic differential equations driven by fractional Brownian motion with Hurst parameter H<1/2. The solution is constructed as the limit of a family of approximating processes, and its trajectory properties are investigated. |
| title | A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2 |
| topic | Probability |
| url | https://arxiv.org/abs/2604.10266 |