Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2020
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2009.08418 |
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Inhaltsangabe:
- 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 $H>1$.