Regularisation by regular noise (Q6116912)
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scientific article; zbMATH DE number 7714079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regularisation by regular noise |
scientific article; zbMATH DE number 7714079 |
Statements
Regularisation by regular noise (English)
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18 July 2023
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The author shows that perturbing ill-posed differential equations with potentially very smooth random processes can restore well-posedness. The noise considered is of fractional Brownian type.
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regularisation by noise
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fractional Brownian motion
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stochastic differential equations
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stochastic sewing
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