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

arXiv2207.04251MaRDI QIDQ6506220FDOQ6506220

Authors: R. Catellier, Romain Duboscq 

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 $H>frac14$, we prove that the drift may be taken to be $kappa>0$ H"older continuous and bounded for $kappa>frac32-frac12H$. A flow transform of the equation and Malliavin calculus for Gaussian rough paths are used to achieve such a result.

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