Weak regularization by stochastic drift: result and counter example
DOI10.3934/DCDS.2018052zbMATH Open1409.60089OpenAlexW2779060772MaRDI QIDQ1661003FDOQ1661003
Publication date: 16 August 2018
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2018052
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)
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Cited In (7)
- Regularisation by regular noise
- Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients
- Sharp Schauder estimates for some degenerate Kolmogorov equations
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- Stochastic functional Hamiltonian system with singular coefficients
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
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