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Detalles Bibliográficos
Autor principal: Gerencsér, Máté
Formato: Preprint
Publicado: 2020
Materias:
Acceso en línea:https://arxiv.org/abs/2009.08418
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  • 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 $H>1$.