کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10527301 | 958801 | 2016 | 44 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Averaging along irregular curves and regularisation of ODEs
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
We consider the ordinary differential equation (ODE) dxt=b(t,xt)dt+dwt where w is a continuous driving function and b is a time-dependent vector field which possibly is only a distribution in the space variable. We quantify the regularising properties of an arbitrary continuous path w on the existence and uniqueness of solutions to this equation. In this context we introduce the notion of Ï-irregularity and show that it plays a key role in some instances of the regularisation by noise phenomenon. In the particular case of a function w sampled according to the law of the fractional Brownian motion of Hurst index Hâ(0,1), we prove that almost surely the ODE admits a solution for all b in the Besov-Hölder space Bâ,âα+1 with α>â1/2H. If α>1â1/2H then the solution is unique among a natural set of continuous solutions. If H>1/3 and α>3/2â1/2H or if α>2â1/2H then the equation admits a unique Lipschitz flow. Note that when α<0 the vector field b is only a distribution, nonetheless there exists a natural notion of solution for which the above results apply.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 126, Issue 8, August 2016, Pages 2323-2366
Journal: Stochastic Processes and their Applications - Volume 126, Issue 8, August 2016, Pages 2323-2366
نویسندگان
R. Catellier, M. Gubinelli,