A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
Probability
2026-04-14 v1
Abstract
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.
Cite
@article{arxiv.2604.10266,
title = {A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2},
author = {Xiaoming Song and Alexander Tortoriello},
journal= {arXiv preprint arXiv:2604.10266},
year = {2026}
}