A pathwise regularization by noise phenomenon for the evolutionary p-Laplace equation
F Bechtold, J Wichmann - Journal of Evolution Equations, 2023 - Springer
We study an evolutionary p-Laplace problem whose potential is subject to a translation in
time. Provided the trajectory along which the potential is translated admits a sufficiently …
time. Provided the trajectory along which the potential is translated admits a sufficiently …
Regularization by noise for some strongly non-resonant modulated dispersive PDEs
T Robert - arXiv preprint arXiv:2410.23051, 2024 - arxiv.org
In this work, we pursue our investigations on the Cauchy problem for a class of dispersive
PDEs where a rough time coefficient is present in front of the dispersion. We show that if the …
PDEs where a rough time coefficient is present in front of the dispersion. We show that if the …
[PDF][PDF] Smoothness of solutions of hyperbolic stochastic partial differential equations with L∞-vector fields
In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation
(HSPDE) when the vector field is merely bounded and measurable. Although the …
(HSPDE) when the vector field is merely bounded and measurable. Although the …
A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets
F Bechtold, FA Harang, H Kern - arXiv preprint arXiv:2307.11527, 2023 - arxiv.org
We establish a multiparameter extension of the stochastic sewing lemma. This allows us to
derive novel regularity estimates on the local time of locally non-deterministic Gaussian …
derive novel regularity estimates on the local time of locally non-deterministic Gaussian …
On the signature of an image
Over the past decade, the importance of the 1D signature which can be seen as a functional
defined along a path, has been pivotal in both path-wise stochastic calculus and the …
defined along a path, has been pivotal in both path-wise stochastic calculus and the …
Existence of strong solutions of fractional Brownian sheet driven SDEs with bounded drift
AM Bogso, OM Pamen, F Proske - arXiv preprint arXiv:2307.09086, 2023 - arxiv.org
We prove the existence of a unique Malliavin differentiable strong solution to a stochastic
differential equation on the plane with merely integrable and bounded coefficients driven by …
differential equation on the plane with merely integrable and bounded coefficients driven by …
Regular occupation measures of Volterra processes
M Friesen - arXiv preprint arXiv:2404.05381, 2024 - arxiv.org
In this work, we give a local non-determinism condition applicable to general Volterra Ito
processes that allow us to obtain the space-time regularity of the occupation measure and …
processes that allow us to obtain the space-time regularity of the occupation measure and …
[PDF][PDF] EXISTENCE OF STRONG SOLUTIONS OF FRACTIONAL BROWNIAN SHEET DRIVEN SDES WITH INTEGRABLE DRIFT.
AM BOGSO, O MENOUKEU-PAMEN… - arXiv preprint arXiv …, 2023 - researchgate.net
arXiv:2307.09086v2 [math.PR] 9 Aug 2023 Page 1 arXiv:2307.09086v2 [math.PR] 9 Aug 2023
EXISTENCE OF STRONG SOLUTIONS OF FRACTIONAL BROWNIAN SHEET DRIVEN SDES …
EXISTENCE OF STRONG SOLUTIONS OF FRACTIONAL BROWNIAN SHEET DRIVEN SDES …
Lipschitz estimates in the Besov settings for Young and rough differential equations
P Friz, H Kern, P Zorin-Kranich - arXiv preprint arXiv:2407.11142, 2024 - arxiv.org
We develop a set of techniques that enable us to effectively recover Besov rough analysis
from p-variation rough analysis. Central to our approach are new metric groups, in which …
from p-variation rough analysis. Central to our approach are new metric groups, in which …
Smoothness of solutions of hyperbolic stochastic partial differential equations with -vector fields
In this paper we are interested in a quasi-linear hyperbolic stochastic differential equation
(HSPDE) when the vector field is merely bounded and measurable. Although the …
(HSPDE) when the vector field is merely bounded and measurable. Although the …