Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations

Dareiotis, K. and Gerencsér, M. (2024) Path-by-path regularisation through multiplicative noise in rough, Young, and ordinary differential equations. The Annals of Probability, 52 (5). pp. 1864-1902. ISSN: 0091-1798

Metadata

Item Type: Article
Authors/Creators:
  • Dareiotis, K.
  • Gerencsér, M.
Keywords: fractional Brownian motion, regularisation by noise, Rough paths, stochastic sewing
Dates:
  • Published (online): September 2024
  • Published: September 2024
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds)
Date Deposited: 20 Jan 2026 10:44
Last Modified: 20 Jan 2026 15:59
Published Version: https://projecteuclid.org/journals/annals-of-proba...
Status: Published
Publisher: Institute of Mathematical Statistics
Identification Number: 10.1214/24-AOP1686
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Open Archives Initiative ID (OAI ID):

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