Abstract: The extent to which a random perturbation can regularise a differential equation depends on the scaling of noise, leading to a natural notion of criticality. Counterexamples are available in the supercritical case, but positive results are often far from the critical threshold. In this work we identify a scale of vector fields for which we show the strongest form of well-posedness (strong existence and path-by-path uniqueness) in the complete subcritical regime for any fractional Brownian noise. The results are new even in the classical Brownian case (as far as we know). Joint work in progress with Lucio Galeati (Bonn).
Regularisation by noise in full subcritical regimes
13.04.2022 16:45 - 17:45
Organiser:
M. Beiglböck, N. Berestycki, L. Erdös, J. Maas, F. Toninelli
Location:
TU Wien, Gußhausstraße 25-29, 2.OG, EI 3 Sahulka HS