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Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

Transactions of the American Mathematical Society. 2022. Vol. 375. No. 1. P. 1–45.
Chaudru de Rayna P., Menozzi S.

We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a weak like Hörmander structure (i.e. a non-degeneracy condition w.r.t. the components which transmit the noise). In particular we characterize, through suitable counter-examples, almost sharp regularity exponents that ensure that weak well posedness holds for the associated SDE. As a by-product of our approach, we also derive some density estimates of Krylov type for the weak solutions of the considered SDEs.

Research target: Mathematics
Language: English
DOI
Text on another site
Keywords: propagationBrownian noiseSDEs
Publication based on the results of:
Mathematical problems in the theory of evolution of biological systems and demography (2022)
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