Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

DOI10.1090/tran/7947zbMath1496.60062arXiv1710.03620OpenAlexW2975766823WikidataQ115280274 ScholiaQ115280274MaRDI QIDQ5020663

Stéphane Menozzi, Paul-Eric Chaudru De Raynal

Publication date: 7 January 2022

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.03620

zbMATH Keywords

parametrixmartingale problemdensity estimatesregularization by noiseKolmogorov hypoelliptic PDEs

Mathematics Subject Classification ID

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)

Related Items (9)

Poisson process and sharp constants in $L^p$ and Schauder estimates for a class of degenerate Kolmogorov operators ⋮ Regularisation by regular noise ⋮ Cauchy problem of stochastic kinetic equations ⋮ Approximation and interpolation in Kolmogorov-type groups ⋮ Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients ⋮ Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients ⋮ Sharp Schauder estimates for some degenerate Kolmogorov equations ⋮ Stochastic functional Hamiltonian system with singular coefficients ⋮ Strong regularization by Brownian noise propagating through a weak Hörmander structure

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