论文标题
通过常规噪声正规化
Regularisation by regular noise
论文作者
论文摘要
我们表明，使用（潜在非常）平滑的随机过程扰动不足的微分方程可以恢复适当的性能 - 即使扰动比（可能比溶液的漂移分量）更正常。所考虑的噪声是分数布朗尼类型的，熟悉的规律性条件$α> 1-1/（2H）$均已为所有非全能$ h> 1 $回收。
We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The noise considered is of fractional Brownian type, and the familiar regularity condition $α>1-1/(2H)$ is recovered for all non-integer $H>1$.
