Perturbations of singular fractional SDEs (Q6098996)

The authors study a class of functional SDEs on \(\mathbb{R}^d\) of the form \[ X=\Gamma\Big(x_0 + \int_0^\cdot f(s,X_s) d s + W\Big), \] where \(\Gamma\) is a Lipschitz continuous map acting on \(p\)-variation spaces, \(W\) is a fractional Brownian motion of Hurst parameter \(H\in (0,1)\) and \(f\) is a drift of Besov-Hölder regularity \(C^\alpha\), for some \(\alpha\in (-\infty,1)\). Standard SDEs with additive noise correspond to \(\Gamma\equiv Id\), in which case the solvability is non-trivial due to the poor regularity of \(f\) and pertains to the field of regularization by noise. The study of more general \(\Gamma\) allows the authors to extend such results to \textit{reflected equations} (where \(\Gamma\) is the Skorokhod map) and \textit{perturbed equations} (which include terms depending on the running maximum and/or minimum of \(X\)). The main result asserts strong existence, path-by-path uniqueness and stability estimates for the SDE, for any \(f\in C^\alpha\) satisfying \[ \alpha>\Big(1-\frac{1}{2H} \Big) \vee \Big(2-\frac{1}{H}\Big). \] The proofs are based on a combination of the Catellier-Gubinelli framework of nonlinear Young integration [\textit{R. Catellier} and \textit{M. Gubinelli}, Stochastic Processes Appl. 126, No. 8, 2323--2366 (2016; Zbl 1348.60083)], which is also needed to make sense of the SDE in a pathwise manner, the use of Girsanov transform, and a variant of the stochastic sewing techniques from \textit{K. Lê} [Electron. J. Probab. 25, Paper No. 38, 55 p. (2020; Zbl 1480.60162)].