论文标题
通过噪声正规化奇异乘法SDE的弱解决方案
Weak solutions for singular multiplicative SDEs via regularization by noise
论文作者
论文摘要
我们研究了由加性分数布朗运动在另一个概率空间上扰动的乘法SDE。只要在指定的制度中选择HURST参数，我们就可以建立概率较弱的SDE解决方案，如果可测量的扩散系数仅满足集成性条件。特别是，这允许考虑某些单数扩散系数。
We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the SDE if the measurable diffusion coefficient merely satisfies an integrability condition. In particular, this allows to consider certain singular diffusion coefficients.
