Regularization by noise for rough differential equations driven by Gaussian rough paths
Probability
2024-02-15 v2
Abstract
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove path-by-path well-posedness of the equation for poorly regular drifts. In the case of the fractional Brownian motion for , we prove that the drift may be taken to be H\"older continuous and bounded for . A flow transform of the equation and Malliavin calculus for Gaussian rough paths are used to achieve such a result.
Cite
@article{arxiv.2207.04251,
title = {Regularization by noise for rough differential equations driven by Gaussian rough paths},
author = {Rémi Catellier and Romain Duboscq},
journal= {arXiv preprint arXiv:2207.04251},
year = {2024}
}
Comments
Subtential changes, especially in Section 4