Regularisation by regular noise
Probability
2024-09-25 v2
Abstract
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The noise considered is of fractional Brownian type, and the familiar regularity condition is recovered for all non-integer .
Cite
@article{arxiv.2009.08418,
title = {Regularisation by regular noise},
author = {Máté Gerencsér},
journal= {arXiv preprint arXiv:2009.08418},
year = {2024}
}
Comments
13 pages