REGULARIZATION BY NOISE FOR ROUGH DIFFERENTIAL EQUATIONS DRIVEN BY GAUSSIAN ROUGH PATHS

被引:0
|
作者
Catellier, Remi [1 ]
Duboscq, Romain [2 ,3 ,4 ]
机构
[1] Univ Cote Azur, CNRS, Inria, LJAD, Nice, France
[2] IMT, Paris, France
[3] Univ Toulouse, UMR5219, Toulouse, France
[4] INSA IMT, CNRS, Paris, France
来源
ANNALS OF PROBABILITY | 2025年 / 53卷 / 01期
关键词
Rough paths; regularization by noise; Malliavin calculus; MULTIPLICATIVE NOISE; INTEGRABILITY;
D O I
10.1214/24-AOP1701
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely nondeterminism, 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 > (1) (4), we prove that the drift may be taken to be kappa > 0 H & ouml;lder continuous and bounded for kappa > (3)(2) - (1) (2H) . A flow transform of the equation and Malliavin 1 calculus for Gaussian rough paths are used to achieve such a result.
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页码:79 / 139
页数:61
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