Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion

2023/11/01 by Florian Bechtold, Bechtold, Florian, Fabian A. Harang +1 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2311.00764

openalex publication_date 2023/11/01 · openalex created_date 2023/11/04 · openalex updated_date 2026/07/28

Abstract

We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on a combination of infinite dimensional generalizations of arguments in the SDE setting as well as careful maximal regularity analysis for semilinear SPDEs and Volterra-sewing techniques.

Cited by

• Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach

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