Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion

DOI10.1214/20-EJP437zbMath1441.60048arXiv1509.01154MaRDI QIDQ2184593

Torstein Nilssen

Publication date: 29 May 2020

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.01154

zbMATH Keywords

fractional Brownian motionlocal timesstochastic PDEsrough pathsregularization by noise

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Related Items (4)

Noiseless regularisation by noise ⋮ Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift ⋮ An Itô formula for rough partial differential equations and some applications ⋮ Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension

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