Regularisation by fractional noise for one-dimensional differential equations with distributional drift
DOI10.1214/23-ejp1010zbMath1528.60074arXiv2112.05685OpenAlexW4226148295MaRDI QIDQ6136843
Etienne Tanré, Alexandre Richard, Lukas Anzeletti
Publication date: 17 January 2024
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.05685
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Regularization by noise (60H50) Generalized ordinary differential equations (measure-differential equations, set-valued differential equations, etc.) (34A06)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Averaging along irregular curves and regularisation of ODEs
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
- Stochastic regularization effects of semi-martingales on random functions
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- Noiseless regularisation by noise
- On the constructions of the skew Brownian motion
- On skew Brownian motion
- Occupation densities
- Some SDEs with distributional drift. I: General calculus
- Differential equations driven by rough paths with jumps
- Strong solutions of stochastic equations with singular time dependent drift
- Existence of strong solutions for Itô's stochastic equations via approximations
- Approximation of SDEs: a stochastic sewing approach
- Non-uniqueness for reflected rough differential equations
- Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise
- A stochastic sewing lemma and applications
- Penalisation techniques for one-dimensional reflected rough differential equations
- One-dimensional reflected rough differential equations
- A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
- Regularization of differential equations by fractional noise.
- Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
- Fourier Analysis and Nonlinear Partial Differential Equations
- Representation Formulae for the Fractional Brownian Motion
- Regularity properties of the stochastic flow of a skew fractional Brownian motion
- Multidimensional Stochastic Processes as Rough Paths
- C∞− regularization of ODEs perturbed by noise
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- Uniqueness of Solutions of Stochastic Differential Equations
- Multidimensional stochastic differential equations with distributional drift
- Probability Theory
- Stochastic differential equations for Dirichlet processes
- Nonlinear Young differential equations: a review
- Regularisation by regular noise
This page was built for publication: Regularisation by fractional noise for one-dimensional differential equations with distributional drift