Singular SDEs driven by fractional Brownian motion

Seminar of Mathematics
It is well-known that ODEs with non-Lipschitz, irregular (possibly even distributional) drifts can be well-posed in the presence of a driving Brownian motion, in a regularisation by noise fashion. A natural question is whether similar phenomena hold for possibly non-Markovian, non-martingale noises, like fractional Brownian motion (fBm); recently there has been a rejuvenated interest in this problem, especially after the introduction of stochastic sewing techniques by K. Lê.
I will first present some personal contributions in this topic, providing a fairly complete solution theory for such SDEs for a suitable class of vector fields; then I will move to some ongoing projects, concerning the solvability and propagation of chaos properties for McKean-Vlasov equations and pairwise interacting particle systems with singular kernels and driven by fBm.
Based on joint works with M. Gerencsér, A. Mayorcas, K. Lê and L. Anzeletti.