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Weak regularization by stochastic drift : Result and counter example

Weak regularization by stochastic drift : Result and counter example

In this paper, weak uniqueness of hypoelliptic stochastic differential equation with Hölder drift is proved when the Hölder exponent is strictly greater than 1/3. This result then 'extends' to a weak framework the previous works [4,23,10], where strong uniqueness was proved when the regularity index of the drift is strictly …