Browsing Matematisk institutt by Author "Galeati, Lucio"

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  • Distribution dependent SDEs driven by additive continuous noise 
    Galeati, Lucio; Harang, Fabian Andsem; Mayorcas, Avi (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
    We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [17]. We provide several criteria for existence and ...
  • Regularization of multiplicative SDEs through additive noise 
    Harang, Fabian Andsem; Galeati, Lucio (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
    We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients ...