Regularization by noise for rough differential equations driven by Gaussian rough paths

Abstract: We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove path-by-path well-posedness of the equation for poorly regular drifts. In the case of the fractional Brownian motion

B^{H}

for

H > f r a c 14

, we prove that the drift may be taken to be

k a p p a > 0

H"older continuous and bounded for

k a p p a > f r a c 32 - f r a c 1 2 H

. A flow transform of the equation and Malliavin calculus for Gaussian rough paths are used to achieve such a result.

This page was built for publication: Regularization by noise for rough differential equations driven by Gaussian rough paths

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6506220)