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Regularization by noise for rough differential equations driven by Gaussian rough paths

Authors :
Catellier, Rémi
Duboscq, Romain
Laboratoire Jean Alexandre Dieudonné (LJAD)
Université Nice Sophia Antipolis (1965 - 2019) (UNS)
COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-COMUE Université Côte d'Azur (2015-2019) (COMUE UCA)-Centre National de la Recherche Scientifique (CNRS)-Université Côte d'Azur (UCA)
Institut National des Sciences Appliquées - Toulouse (INSA Toulouse)
Institut National des Sciences Appliquées (INSA)-Université de Toulouse (UT)
Publication Year :
2022
Publisher :
arXiv, 2022.

Abstract

We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, 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 $H>\frac14$, we prove that the drift may be taken to be $\kappa>0$ H\"older continuous and bounded for $\kappa>\frac32 - \frac1{2H}$. A flow transform of the equation and Malliavin calculus for Gaussian rough paths are used to achieve such a result.

Details

Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....159f843376485f9d9627336712982e73
Full Text :
https://doi.org/10.48550/arxiv.2207.04251