Regularisation by regular noise
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2020
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866929511190233088 |
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| author | Gerencsér, Máté |
| author_facet | Gerencsér, Máté |
| contents | 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 $α>1-1/(2H)$ is recovered for all non-integer $H>1$. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2009_08418 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | Regularisation by regular noise Gerencsér, Máté Probability 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 $α>1-1/(2H)$ is recovered for all non-integer $H>1$. |
| title | Regularisation by regular noise |
| topic | Probability |
| url | https://arxiv.org/abs/2009.08418 |