Weak solutions for singular multiplicative SDEs via regularization by noise

DOI10.1016/J.SPA.2022.12.010OpenAlexW4313397615MaRDI QIDQ2685912

Florian Bechtold, Martina Hofmanová

Publication date: 23 February 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.13745

zbMATH Keywords

stochastic differential equationsweak solutionsmultiplicative noiserough path theoryYoung integrationregularization by noise

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX)

Related Items (1)

A pathwise regularization by noise phenomenon for the evolutionary \(p\)-Laplace equation

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