Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
DOI10.1214/24-AOP1686MaRDI QIDQ6618733
Máté Gerencsér, Konstantinos Dareiotis
Publication date: 15 October 2024
Published in: The Annals of Probability (Search for Journal in Brave)
fractional Brownian motionrough pathsrough differential equationsregularisation by noisestochastic sewing
Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20) Regularization by noise (60H50)
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