We study ordinary differential equations (ODEs) with vector fields given by general Schwartz distributions, and we show that if we perturb such an equation by adding an “infinitely regularizing” path, then it has a unique solution and it induces an infinitely smooth flow of diffeomorphisms. We also introduce a criterion under which the sample paths of a Gaussian process are infinitely regularizing, and we present two processes which satisfy our criterion. The results are based on the path-wise space–time regularity properties of local times, and solutions are constructed using the approach of Catellier–Gubinelli based on nonlinear Young integrals
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindri...
Time regularity of solutions to SPDEs driven by Wiener process can be studied using either Kolmogoro...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
In this paper we construct a new type of noise of fractional nature that has a strong regularizing e...
The purpose of this thesis is to investigate some properties that a path w may have in order to say ...
It is well known that randomness can be used as an effective tool to turn a priori ill-posed problem...
We study pathwise regularization by noise for equations on the plane in the spirit of the framework ...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
Bechtold F, Harang FA, Rana N. Non-linear Young equations in the plane and pathwise regularization b...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
Gassiat P, Gess B. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THE...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindri...
Time regularity of solutions to SPDEs driven by Wiener process can be studied using either Kolmogoro...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...
In this paper we construct a new type of noise of fractional nature that has a strong regularizing e...
The purpose of this thesis is to investigate some properties that a path w may have in order to say ...
It is well known that randomness can be used as an effective tool to turn a priori ill-posed problem...
We study pathwise regularization by noise for equations on the plane in the spirit of the framework ...
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Un...
Bechtold F, Harang FA, Rana N. Non-linear Young equations in the plane and pathwise regularization b...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the str...
Gassiat P, Gess B. Regularization by noise for stochastic Hamilton-Jacobi equations. PROBABILITY THE...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
This thesis is concerned with a solution theory for quasilinear singular stochastic partial differe...
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindri...
Time regularity of solutions to SPDEs driven by Wiener process can be studied using either Kolmogoro...
In this work we analzyse the Stochastic Cauchy Problem driven by a cylindrical Wiener process. Given...