Averaging along irregular curves and regularisation of ODEs

DOI10.1016/j.spa.2016.02.002zbMath1348.60083arXiv1205.1735OpenAlexW2284159715MaRDI QIDQ288834

Massimiliano Gubinelli, Rémi Catellier

Publication date: 27 May 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1735

zbMATH Keywords

noisestochastic differential equationregularizationfractional Brownian motionYoung integral

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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