REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE
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Publication:3173993
DOI10.1142/S0219493711003310zbMATH Open1236.60077OpenAlexW2000489949MaRDI QIDQ3173993FDOQ3173993
Authors: Franco Flandoli 
Publication date: 11 October 2011
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493711003310
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Cites Work
- Ordinary differential equations, transport theory and Sobolev spaces
- The heat equation in \(L_{q}((0,T),L_{p})\)-spaces with weights
- Transport equation and Cauchy problem for BV vector fields
- Well-posedness of the transport equation by stochastic perturbation
- Strong solutions of stochastic equations with singular time dependent drift
- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
- Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
- Stochastic differential equations and stochastic flows of diffeomorphisms
- Transport equations and multi-D hyperbolic conservation laws
Cited In (18)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
- Averaging along irregular curves and regularisation of ODEs
- Some remarks on Davie's uniqueness theorem
- The second-order parabolic PDEs with singular coefficients and applications
- Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation
- Stochastic differential equations with critically irregular drift coefficients
- Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths
- Stochastic regularization for transport equations
- Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
- On uniqueness for some non-Lipschitz SDE
- Strong regularization by Brownian noise propagating through a weak Hörmander structure
- Comparison of classical and path-by-path solutions to SDEs
- Strong solutions of stochastic differential equations with square integrable drift
- Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
- Prevalence of \(\rho\)-irregularity and related properties
- Davie's type uniqueness for a class of SDEs with jumps
- Noiseless regularisation by noise
- \(C^{\infty}\)-regularization of ODEs perturbed by noise
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