In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to prove existence and uniqueness of global strong solutions where classical methods fail because of the ”roughness” and non-Markovianity of the driving process. In addition, we prove the rather remarkable property that such solutions are infinitely many times classically differentiable with respect to the initial condition in spite of the vector field being discontinuous. This opens a fundamental question on studying certain classes of interesting partial differential equations perturbed by this noise
In this work we present examples of the effects of noise on the solution of a partial differential e...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
This paper considers a general class of fractional differential equations driven by Lévy noise. The ...
We study ordinary differential equations (ODEs) with vector fields given by general Schwartz distrib...
The purpose of this thesis is to investigate some properties that a path w may have in order to say ...
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is ...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
Röckner M, Zhu R, Zhu X. Local existence and non-explosion of solutions for stochastic fractional pa...
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindri...
This paper is concerned with the problem of regularization by noise of systems of reaction–diffusion...
A linear stochastic continuity equation with non-regular coefficients is considered. We prove existe...
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
International audienceWe investigate the effects of the propagation of a non-degenerate Brownian noi...
Bechtold F, Harang FA, Rana N. Non-linear Young equations in the plane and pathwise regularization b...
It is well known that randomness can be used as an effective tool to turn a priori ill-posed problem...
In this work we present examples of the effects of noise on the solution of a partial differential e...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
This paper considers a general class of fractional differential equations driven by Lévy noise. The ...
We study ordinary differential equations (ODEs) with vector fields given by general Schwartz distrib...
The purpose of this thesis is to investigate some properties that a path w may have in order to say ...
We study existence and uniqueness of solutions to the equation $dX_t=b(X_t)dt + dB_t$, where $b$ is ...
summary:We study the regularizing effect of the noise on differential equations with irregular coeff...
Röckner M, Zhu R, Zhu X. Local existence and non-explosion of solutions for stochastic fractional pa...
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindri...
This paper is concerned with the problem of regularization by noise of systems of reaction–diffusion...
A linear stochastic continuity equation with non-regular coefficients is considered. We prove existe...
AbstractLet {BtH,t∈[0,T]} be a fractional Brownian motion with Hurst parameter H. We prove the exist...
International audienceWe investigate the effects of the propagation of a non-degenerate Brownian noi...
Bechtold F, Harang FA, Rana N. Non-linear Young equations in the plane and pathwise regularization b...
It is well known that randomness can be used as an effective tool to turn a priori ill-posed problem...
In this work we present examples of the effects of noise on the solution of a partial differential e...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
This paper considers a general class of fractional differential equations driven by Lévy noise. The ...