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arXiv 2003.14264math.CAmath.APmath.PR
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无噪声正则化

Noiseless regularisation by noise

Lucio Galeati, Massimiliano Gubinelli

摘要:

我们分析了一般连续可加扰动对常微分方程适定性的影响。这里的普遍性是从普遍性的意义上理解的。这使我们能够讨论这些问题的设置,我们不必承诺任何限制性假设的统计性质的扰动。主要结果是,一般的连续扰动呈现柯西问题适定的任意不规则向量场。因此,我们通过噪声“无概率”建立正则化。

英文摘要:

We analyse the effect of a generic continuous additive perturbation to the well-posedness of ordinary differential equations. Genericity here is understood in the sense of prevalence. This allows us to discuss these problems in a setting where we do not have to commit ourselves to any restrictive assumption on the statistical properties of the perturbation. The main result is that a generic continuous perturbation renders the Cauchy problem well-posed for arbitrarily irregular vector fields. Therefore we establish regularisation by noise "without probability".

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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