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
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Averaging along irregular curves and regularisation of ODEs
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 ρ-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 H∈(0,1), we prove that almost surely the ODE admits a solution for all b in the Besov-Hölder space B∞,∞α+1 with α>−1/2H. If α>1−1/2H then the solution is unique among a natural set of continuous solutions. If H>1/3 and α>3/2−1/2H or if α>2−1/2H 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
نویسندگان
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