3 problems

Let $D\sigma\in L_{1,\operatorname{loc}}(\mathbb{R}^{d+1})$ and write $b=b_M+b_B$, where both summands are Borel measurable, $b_M$ is the Morrey part, and $b_B$ is the bounded part…

Let $p\in[1,\infty)$, let $b\in L_p(\mathbb{R},\mathbb{R})$, and consider the stochastic differential equation with drift $b$ driven by fractional Brownian motion with Hurst parame…

Let $b$ be a finite signed measure on $\mathbb{R}$, let $H\in(0,1/2)$, and consider the stochastic differential equation … where $B^H$ is fractional Brownian motion with Hurst para…