Stochastic regularization effects of semi-martingales on random functions

DOI10.1016/j.matpur.2016.04.004zbMath1351.35274arXiv1507.05579OpenAlexW2963119839MaRDI QIDQ335875

Anthony Réveillac, Romain Duboscq

Publication date: 3 November 2016

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.05579

zbMATH Keywords

Malliavin calculus(backward) stochastic partial differential equationsItô-Tanaka trickstochastic regularization

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Related Items (12)

SDEs with random and irregular coefficients ⋮ Strong solutions of a stochastic differential equation with irregular random drift ⋮ Well-posedness of the non-local conservation law by stochastic perturbation ⋮ Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows ⋮ Regularisation by fractional noise for one-dimensional differential equations with distributional drift ⋮ A simple method for the existence of a density for stochastic evolutions with rough coefficients ⋮ Well-posedness by noise for scalar conservation laws ⋮ Renormalization of stochastic continuity equations on Riemannian manifolds ⋮ The It{\^o}-Tanaka Trick: a non-semimartingale approach ⋮ Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness ⋮ Stochastic regularization for transport equations ⋮ Regularization by noise in one-dimensional continuity equation

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