REGULARIZING PROPERTIES OF BROWNIAN PATHS AND A RESULT OF DAVIE

DOI10.1142/S0219493711003310MaRDI QIDQ3173993zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

differential equationsstochastic differential equationBrownian motionuniqueness

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17)

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Cites work

• ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
• On Positive Solutions of the Equation $\mathfrak{A}U + Vu = 0$
• Ordinary differential equations, transport theory and Sobolev spaces
• Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
• Stochastic differential equations and stochastic flows of diffeomorphisms
• Strong solutions of stochastic equations with singular time dependent drift
• The heat equation in \(L_{q}((0,T),L_{p})\)-spaces with weights
• Transport equation and Cauchy problem for BV vector fields
• Transport equations and multi-D hyperbolic conservation laws
• Well-posedness of the transport equation by stochastic perturbation

Cited in

(18)

• Stochastic regularization for transport equations
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
• On uniqueness for some non-Lipschitz SDE
• Averaging along irregular curves and regularisation of ODEs
• Strong solutions of stochastic differential equations with square integrable drift
• Stochastic differential equations with critically irregular drift coefficients
• Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations
• Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation
• Noiseless regularisation by noise
• Comparison of classical and path-by-path solutions to SDEs
• Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths
• Strong regularization by Brownian noise propagating through a weak Hörmander structure
• \(C^{\infty}\)-regularization of ODEs perturbed by noise
• Davie's type uniqueness for a class of SDEs with jumps
• Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
• Some remarks on Davie's uniqueness theorem
• Prevalence of \(\rho\)-irregularity and related properties
• The second-order parabolic PDEs with singular coefficients and applications

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