Regularization of multiplicative SDEs through additive noise
From MaRDI portal
Publication:2090611
DOI10.1214/21-AAP1778MaRDI QIDQ2090611
Fabian A. Harang, Lucio Galeati
Publication date: 31 October 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.02335
stochastic differential equationsmultiplicative noiserough path theoryYoung integrationregularization by noise
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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