Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the strong probabilitic sense by the addition of a non-degenerate noise. A version of such regularization property for single paths of Brownian motion has been given by A. M. Davie. We discuss some fragments of this deep result.

Regularizing Properties of Brownian paths and a result of Davie

FLANDOLI, FRANCO
2011

Abstract

Brownian motion regularizes ODEs, in the sense that non-well-posed ODEs become well-posed in the strong probabilitic sense by the addition of a non-degenerate noise. A version of such regularization property for single paths of Brownian motion has been given by A. M. Davie. We discuss some fragments of this deep result.
occupation measure; Brownian motion
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11384/69132
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