Blar i Handelshøyskolen BI på emneord "Regularization by noise"
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Distribution dependent SDEs driven by fractional Brownian motion with singular coefficients
(Peer reviewed; Journal article, 2022)We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter H∈(0,1). We establish strong well-posedness ... -
Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
(Peer reviewed; Journal article, 2023)We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stoch Process Appl 126(8):2323– 2366, 2016). To this end, we extend the notion of ...