Strong regularization by Brownian noise propagating through a weak Hörmander structure
From MaRDI portal
(Redirected from Publication:2089751)
Recommendations
- Strong existence and uniqueness for degenerate SDE with Hölder drift
- Weak regularization by stochastic drift: result and counter example
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift
- On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates
Cites work
- scientific article; zbMATH DE number 3870002 (Why is no real title available?)
- scientific article; zbMATH DE number 3812644 (Why is no real title available?)
- scientific article; zbMATH DE number 3664138 (Why is no real title available?)
- scientific article; zbMATH DE number 3671437 (Why is no real title available?)
- scientific article; zbMATH DE number 947827 (Why is no real title available?)
- scientific article; zbMATH DE number 1839266 (Why is no real title available?)
- scientific article; zbMATH DE number 824833 (Why is no real title available?)
- scientific article; zbMATH DE number 5255870 (Why is no real title available?)
- scientific article; zbMATH DE number 3233089 (Why is no real title available?)
- A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT
- A parametrix approach for some degenerate stable driven SDEs
- Averaging along irregular curves and regularisation of ODEs
- Brownian motion with singular drift
- Curvature and the eigenvalues of the Laplacian
- Davie's type uniqueness for a class of SDEs with jumps
- Degenerate SDE with Hölder-Dini drift and non-Lipschitz noise coefficient
- Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
- Density estimates and short-time asymptotics for a hypoelliptic diffusion process
- Density estimates for a random noise propagating through a chain of differential equations
- Diffusions and Elliptic Operators
- Elliptic and Parabolic Second-Order PDEs with Growing Coefficients
- Estimates of the derivatives for a class of parabolic degenerate operators with unbounded coefficients in \(\mathbb R^N\)
- Existence and asymptotic behaviour of some time-inhomogeneous diffusions
- Expansion of the global error for numerical schemes solving stochastic differential equations
- Hypoelliptic second order differential equations
- Martingale problems for some degenerate Kolmogorov equations
- Multidimensional SDEs with singular drift and universal construction of the polymer measure with white noise potential
- Multidimensional stochastic differential equations with distributional drift
- Nonlocal elliptic equation in Hölder space and the martingale problem
- On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem
- On weak uniqueness for some degenerate SDEs by global \(L^p\) estimates
- Ordinary differential equations, transport theory and Sobolev spaces
- Parametrix techniques and martingale problems for some degenerate Kolmogorov equations
- Pathwise uniqueness and continuous dependence for SDEs with non-regular drift
- Pathwise uniqueness for singular SDEs driven by stable processes
- REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
- Random perturbation of PDEs and fluid dynamic models. École d'Été de Probabilités de Saint-Flour XL -- 2010
- Regularity of stochastic kinetic equations
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- Regularization of differential equations by fractional noise.
- Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
- Schauder estimates for degenerate stable Kolmogorov equations
- Schauder estimates for drifted fractional operators in the supercritical case
- Schauder estimates for nonlocal kinetic equations and applications
- Sharp Schauder estimates for some degenerate Kolmogorov equations
- Some remarks on Davie's uniqueness theorem
- Stochastic Hamiltonian flows with singular coefficients
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- Strong existence and uniqueness for degenerate SDE with Hölder drift
- Strong existence and uniqueness for stable stochastic differential equations with distributional drift
- Strong solutions of stochastic equations with singular time dependent drift
- Supercritical SDEs driven by multiplicative stable-like Lévy processes
- The heat equation in \(L_{q}((0,T),L_{p})\)-spaces with weights
- The transition point in the zero noise limit for a 1D Peano example
- Uniqueness of Solutions of Stochastic Differential Equations
- Weak regularization by stochastic drift: result and counter example
- Weak well-posedness of multidimensional stable driven SDEs in the critical case
- Well-posedness of the transport equation by stochastic perturbation
- Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
- \(L^p\) and Schauder estimates for nonvariational operators structured on Hörmander vector fields with drift
- \(L^p\) estimates for degenerate non-local Kolmogorov operators
Cited in
(12)- \(C^{\infty}\)-regularization of ODEs perturbed by noise
- Regularisation by regular noise
- Strong existence and uniqueness for degenerate SDE with Hölder drift
- Schauder estimates for nonlocal equations with singular Lévy measures
- Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients
- Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations
- Weak regularization by stochastic drift: result and counter example
- 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 H{\"o}rmander structure
- On multidimensional stable-driven stochastic differential equations with Besov drift
- Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
- Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
This page was built for publication: Strong regularization by Brownian noise propagating through a weak Hörmander structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2089751)