Strong regularization by Brownian noise propagating through a weak Hörmander structure
From MaRDI portal
Publication:2089751
DOI10.1007/s00440-022-01150-zOpenAlexW4287661219MaRDI QIDQ2089751
Igor Honoré, Stéphane Menozzi, Paul-Eric Chaudru De Raynal
Publication date: 24 October 2022
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.12225
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Hypoelliptic equations (35H10)
Related Items (5)
On multidimensional stable-driven stochastic differential equations with Besov drift ⋮ Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential ⋮ Regularisation by regular noise ⋮ Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
Cites Work
- Averaging along irregular curves and regularisation of ODEs
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
- Pathwise uniqueness for singular SDEs driven by stable processes
- The transition point in the zero noise limit for a 1D Peano example
- A parametrix approach for some degenerate stable driven SDEs
- Strong existence and uniqueness for degenerate SDE with Hölder drift
- Global \(L^{p}\) estimates for degenerate Ornstein-Uhlenbeck operators
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
- Martingale problems for some degenerate Kolmogorov equations
- Schauder estimates for nonlocal kinetic equations and applications
- Schauder estimates for degenerate stable Kolmogorov equations
- Well-posedness of the transport equation by stochastic perturbation
- Ordinary differential equations, transport theory and Sobolev spaces
- Density estimates for a random noise propagating through a chain of differential equations
- Brownian motion with singular drift
- \(L^p\) estimates for degenerate non-local Kolmogorov operators
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- Davie's type uniqueness for a class of SDEs with jumps
- Weak regularization by stochastic drift: result and counter example
- Strong solutions of stochastic equations with singular time dependent drift
- Stochastic Hamiltonian flows with singular coefficients
- Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
- Existence and asymptotic behaviour of some time-inhomogeneous diffusions
- Nonlocal elliptic equation in Hölder space and the martingale problem
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Schauder estimates for drifted fractional operators in the supercritical case
- \(L^p\) and Schauder estimates for nonvariational operators structured on Hörmander vector fields with drift
- On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates
- Hypoelliptic second order differential equations
- Curvature and the eigenvalues of the Laplacian
- Regularization of differential equations by fractional noise.
- Regularity of stochastic kinetic equations
- The Heat Equation inLq((0,T),Lp)-Spaces with Weights
- Degenerate SDE with Hölder--Dini Drift and Non-Lipschitz Noise Coefficient
- Some Remarks on Davie’s Uniqueness Theorem
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
- Elliptic and Parabolic Second-Order PDEs with Growing Coefficients
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- Diffusions and Elliptic Operators
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- Supercritical SDEs driven by multiplicative stable-like Lévy processes
- Sharp Schauder estimates for some degenerate Kolmogorov equations
- Uniqueness of Solutions of Stochastic Differential Equations
- Multidimensional stochastic differential equations with distributional drift
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Strong regularization by Brownian noise propagating through a weak Hörmander structure
