English

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 BHB^H for H>14H>\frac14, we prove that the drift may be taken to be κ>0\kappa>0 H\"older continuous and bounded for κ>3212H\kappa>\frac32 - \frac1{2H}. A flow transform of the equation and Malliavin calculus for Gaussian rough paths are used to achieve such a result.

Keywords

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

R2 v1 2026-06-25T00:46:51.791Z