Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
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Publication:6401741
arXiv2206.05360MaRDI QIDQ6401741FDOQ6401741
Authors: Florian Bechtold, Fabian A. Harang, Nimit Rana 
Publication date: 10 June 2022
Abstract: We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this end, we extend the notion of non-linear Young equations to a two dimensional domain and prove existence and uniqueness of such equations. This concept is then used in order to prove regularization by noise for stochastic equations on the plane. The statement of regularization by noise is formulated in terms of the regularity of the local time associated to the perturbing stochastic field. For this, we provide two quantified example: a fractional Brownian sheet and the sum of two one-parameter fractional Brownian motions. As a further illustration of our regularization results, we also prove well-posedness of a 1D non-linear wave equation with a noisy boundary given by fractional Brownian motions. A discussion of open problems and further investigations is provided.
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Regularization by noise (60H50) Applications of rough analysis (60L90)
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