Noiseless regularisation by noise (Q832452)
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English | Noiseless regularisation by noise |
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Noiseless regularisation by noise (English)
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25 March 2022
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Based on authors' abstract: The authors analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations, where genericity is understood in the sense of prevalence. No assumptions on the statistical properties of the perturbation are made.The main result states that a generic continuous perturbation renders the Cauchy problem well-posed for arbitrarily irregular vector fields.
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regularisation by noise
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prevalence
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