Regularization by noise for rough differential equations driven by Gaussian rough paths
From MaRDI portal
Publication:6670806
DOI10.1214/24-aop1701MaRDI QIDQ6670806
Rémi Catellier, Romain Duboscq
Publication date: 24 January 2025
Published in: The Annals of Probability (Search for Journal in Brave)
Malliavin calculusrough differential equationsGaussian rough pathsregularization by noisefractional Bronwnian motion
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Rough paths (60L20) Regularization by noise (60H50)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory
- Averaging along irregular curves and regularisation of ODEs
- On probability laws of solutions to differential systems driven by a fractional Brownian motion
- Stochastic regularization effects of semi-martingales on random functions
- Rough linear transport equation with an irregular drift
- Rough differential equations with unbounded drift term
- Integrability and tail estimates for Gaussian rough differential equations
- Smoothness of the density for solutions to Gaussian rough differential equations
- Noiseless regularisation by noise
- Flows driven by rough paths
- Densities for rough differential equations under Hörmander's condition
- Differential equations driven by Gaussian signals
- A non-commutative sewing lemma
- Differential equations driven by rough signals
- Strong solutions of mean-field stochastic differential equations with irregular drift
- Strong solutions of stochastic equations with singular time dependent drift
- Controlling rough paths
- Optimum bounds for the distributions of martingales in Banach spaces
- On the definition of a solution to a rough differential equation
- Regularization of multiplicative SDEs through additive noise
- Pathwise vs. path-by-path uniqueness
- Density bounds for solutions to differential equations driven by Gaussian rough paths
- A stochastic sewing lemma and applications
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Malliavin differentiability of solutions of rough differential equations
- The non-linear sewing lemma I: weak formulation
- Local times of stochastic differential equations driven by fractional Brownian motions
- Path-by-path regularization by noise for scalar conservation laws
- A multiparameter Garsia-Rodemich-Rumsey inequality and some applications
- A priori bounds for rough differential equations with a non-linear damping term
- Weak solutions for singular multiplicative SDEs via regularization by noise
- Analysis in Banach Spaces
- Fourier Integrals in Classical Analysis
- Individual Path Uniqueness of Solutions of Stochastic Differential Equations
- Fourier Analysis and Nonlinear Partial Differential Equations
- Multidimensional Stochastic Processes as Rough Paths
- Nonlinear PDEs with Modulated Dispersion I: Nonlinear Schrödinger Equations
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- Non-degeneracy of Wiener functionals arising from rough differential equations
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- Analysis in Banach Spaces
- Integrability of (Non-)Linear Rough Differential Equations and Integrals
- Introduction to Malliavin Calculus
- On Davie’s uniqueness for some degenerate SDEs
- C∞− regularization of ODEs perturbed by noise
- The It{\^o}-Tanaka Trick: a non-semimartingale approach
- Uniqueness of Solutions of Stochastic Differential Equations
- Probability Theory
- A course on rough paths. With an introduction to regularity structures
- Distribution dependent SDEs driven by additive fractional Brownian motion
- Nonlinear Young differential equations: a review
- Regularisation by regular noise
- Stochastic sewing in Banach spaces
- Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation
- Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation
- Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
This page was built for publication: Regularization by noise for rough differential equations driven by Gaussian rough paths