A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2

Xiaoming Song; Alexander Tortoriello

doi:10.48550/arxiv.2604.10266

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$A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2$

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A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2

Xiaoming Song and Alexander Tortoriello

ArXiv.org

11 Apr 2026

DOI: https://doi.org/10.48550/arxiv.2604.10266

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Abstract

Mathematics - 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.

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Title: A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
Creators: Xiaoming Song - Drexel University, Mathematics
Alexander Tortoriello - Drexel University, Mathematics
Publication Details: ArXiv.org
Resource Type: Preprint
Language: English
Academic Unit: Mathematics
Other Identifier: 991022173650804721

A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2

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Abstract

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