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- W2952433789 abstract "We consider the ordinary differential equation (ODE) $dx_{t} =b(t,x_{t} ) dt+ dw_{t}$ 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 $rho$-tmtextit{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 $H in (0,1)$, we prove that almost surely the ODE admits a solution for all $b$ in the Besov-H~A{P}lder space $B^{alpha+1}_{infty , infty}$ with $alpha >-1/2H$. If $alpha >1-1/2H$ then the solution is unique among a natural set of continuous solutions. If $H>1/3$ and $alpha >3/2-1/2H$ or if $alpha >2-1/2H$ then the equation admits a unique Lipschitz flow. Note that when $alpha <0$ the vector field $b$ is only a distribution, nonetheless there exists a natural notion of solution for which the above results apply." @default.
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- W2952433789 date "2012-05-08" @default.
- W2952433789 modified "2023-09-24" @default.
- W2952433789 title "Averaging along irregular curves and regularisation of ODEs" @default.
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- W2952433789 doi "https://doi.org/10.48550/arxiv.1205.1735" @default.
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