Strong regularization by Brownian noise propagating through a weak H{\"o}rmander structure
Probability
2020-09-30 v2 Analysis of PDEs
Abstract
We establish strong uniqueness for a class of degenerate SDEs of weak H{\"o}rmander type under suitable H{\"o}lder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit good smoothing properties of the underlying parabolic PDE with rough, here H{\"o}lder, drift coefficients and source term. Such regularizing effects are established through a perturbation technique (forward parametrix approach) which also heavily relies on appropriate duality properties on Besov spaces. For the method employed, we exhibit some sharp thresholds on the H{\"o}lder exponents for the strong uniqueness to hold.
Keywords
Cite
@article{arxiv.1810.12225,
title = {Strong regularization by Brownian noise propagating through a weak H{\"o}rmander structure},
author = {Paul-Eric Chaudru de Raynal and Igor Honoré and Stephane Menozzi},
journal= {arXiv preprint arXiv:1810.12225},
year = {2020}
}