Pages that link to "Item:Q288834"

The following pages link to Averaging along irregular curves and regularisation of ODEs (Q288834):

Displaying 50 items.

• Rough paths and 1d SDE with a time dependent distributional drift: application to polymers (Q292116) (← links)
• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
• Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
• Rough linear transport equation with an irregular drift (Q338202) (← links)
• Transport and continuity equations with (very) rough noise (Q825600) (← links)
• Noiseless regularisation by noise (Q832452) (← links)
• Weak regularization by stochastic drift: result and counter example (Q1661003) (← links)
• Regularization by noise and flows of solutions for a stochastic heat equation (Q1731887) (← links)
• Regularization by noise for stochastic Hamilton-Jacobi equations (Q1740593) (← links)
• Approximation of SDEs: a stochastic sewing approach (Q2067662) (← links)
• Path-by-path uniqueness of multidimensional SDE's on the plane with nondecreasing coefficients (Q2082670) (← links)
• Strong regularization by Brownian noise propagating through a weak Hörmander structure (Q2089751) (← links)
• Regularization of multiplicative SDEs through additive noise (Q2090611) (← links)
• Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension (Q2090753) (← links)
• Rough homogenisation with fractional dynamics (Q2107412) (← links)
• Quadratic variation and quadratic roughness (Q2108492) (← links)
• A Wong-Zakai theorem for SDEs with singular drift (Q2135158) (← links)
• Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)
• On a stochastic Hardy-Littlewood-Sobolev inequality with application to Strichartz estimates for a noisy dispersion (Q2136411) (← links)
• Multidimensional SDE with distributional drift and Lévy noise (Q2137040) (← links)
• Sobolev regularity of occupation measures and paths, variability and compositions (Q2149930) (← links)
• Pathwise vs. path-by-path uniqueness (Q2157452) (← links)
• Rough linear PDE's with discontinuous coefficients -- existence of solutions via regularization by fractional Brownian motion (Q2184593) (← links)
• A stochastic sewing lemma and applications (Q2184597) (← links)
• Strong existence and uniqueness for stable stochastic differential equations with distributional drift (Q2184815) (← links)
• Non-explosion by Stratonovich noise for ODEs (Q2201547) (← links)
• Strong existence and higher order Fréchet differentiability of stochastic flows of fractional Brownian motion driven SDEs with singular drift (Q2211289) (← links)
• Quasilinear rough partial differential equations with transport noise (Q2219039) (← links)
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness (Q2279332) (← links)
• Regularization by noise in one-dimensional continuity equation (Q2312625) (← links)
• Propagation of chaos for the Vlasov-Poisson-Fokker-Planck system in 1D (Q2323386) (← links)
• Flows for singular stochastic differential equations with unbounded drifts (Q2424893) (← links)
• Path-by-path regularization by noise for scalar conservation laws (Q2424898) (← links)
• Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations (Q2677004) (← links)
• On multidimensional stable-driven stochastic differential equations with Besov drift (Q2679548) (← links)
• On a skew stable Lévy process (Q2680390) (← links)
• Central limit theorems for discretized occupation time functionals (Q2680392) (← links)
• Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut-Elworthy-Li formula for singular SDEs (Q2680394) (← links)
• Weak solutions for singular multiplicative SDEs via regularization by noise (Q2685912) (← links)
• Pathwise regularisation of singular interacting particle systems and their mean field limits (Q2698489) (← links)
• Regularity properties of the stochastic flow of a skew fractional Brownian motion (Q3298327) (← links)
• Unbounded rough drivers (Q4609676) (← links)
• Well-posedness by noise for scalar conservation laws (Q4634007) (← links)
• On Davie’s uniqueness for some degenerate SDEs (Q5003655) (← links)
• Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result (Q5020663) (← links)
• C∞− regularization of ODEs perturbed by noise (Q5021117) (← links)
• Regularization of differential equations by two fractional noises (Q5038983) (← links)
• Derivative for the intersection local time of two independent fractional Brownian motions (Q5086914) (← links)
• The It{\^o}-Tanaka Trick: a non-semimartingale approach (Q5093996) (← links)
• On nonlinear rough paths (Q5114802) (← links)