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Noiseless regularisation by noise

Lucio Galeati and Massimiliano Gubinelli

First issued 31 March 2020 · PDF · HTML

Abstract

We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting where we do not have to commit ourselves to any restrictive assumption on the statistical properties of the perturbation. The main result is that a generic continuous perturbation renders the Cauchy problem well-posed for arbitrarily irregular vector fields. Therefore we establish regularisation by noise "without probability".

Versions

  1. Version 2 (arXiv v2) current
    12 December 2020
    arXiv comments: Remark 21 and Section 5.2 revisited; Remark 11 added; typos corrected, references added
  2. Version 1 (arXiv v1)
    31 March 2020

Cite

Lucio Galeati and Massimiliano Gubinelli. Noiseless regularisation by noise. Papers of Massimiliano Gubinelli, 2020, version 2. https://mgubi.org/papers/paper/noiseless-regularisation/

Licence: arXiv.org perpetual, non-exclusive license to distribute; all other rights reserved to the authors

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Papers of Massimiliano Gubinelli: an OpenSheaf archive (format 0.1, a draft); this page is generated by opensheaf-py from the archive.