Nonlinear Young integrals and differential systems in Hölder media

DOI10.1090/tran/6774zbMath1356.60086arXiv1404.7582OpenAlexW2963699174MaRDI QIDQ5506662

Khoa Lê, Yaozhong Hu

Publication date: 13 December 2016

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

Full work available at URL: https://arxiv.org/abs/1404.7582

zbMATH Keywords

sample pathsMalliavin calculusdiffusion processtransport equationFeynman-Kac formulamultiplicative noisestochastic PDEsGaussian random fieldmajorizing measurenonlinear Young integralnonlinear Itō-Skorokhod integral

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Sample path properties (60G17) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (12)

Noiseless regularisation by noise ⋮ Intermittency for the stochastic heat equation driven by a rough time fractional Gaussian noise ⋮ Some recent progress on stochastic heat equations ⋮ A stochastic sewing lemma and applications ⋮ Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations ⋮ Nonlinear Young differential equations: a review ⋮ Stability estimates for singular SDEs and applications ⋮ Well-posedness and optimal regularity of stochastic evolution equations with multiplicative noises ⋮ On nonlinear rough paths ⋮ Regularization of multiplicative SDEs through additive noise ⋮ Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension ⋮ C∞− regularization of ODEs perturbed by noise

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