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We consider stochastic differential equations (SDEs) driven by a fractional Brownian motion with a drift coefficient that is allowed to be arbitrarily close to criticality in a scaling sense. We develop a comprehensive solution theory that includes strong existence, path-by-path uniqueness, existence of a solution flow of diffeomorphisms, Malliavin differentiability and -irregularity. As a consequence, we can also treat McKean-Vlasov, transport and continuity equations.

生成讲解博客的中文版本

生成AI智能校验的中文版本