English

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 α>11/(2H)\alpha>1-1/(2H) is recovered for all non-integer H>1H>1.

Keywords

Cite

@article{arxiv.2009.08418,
  title  = {Regularisation by regular noise},
  author = {Máté Gerencsér},
  journal= {arXiv preprint arXiv:2009.08418},
  year   = {2024}
}

Comments

13 pages

R2 v1 2026-06-23T18:37:14.080Z