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July 9, 2026
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Strong regularization by Brownian noise propagating through a weak Hormander structure

Probability Theory and Related Fields. 2022. Vol. 184. P. 1–83.
De Raynal P. C., Honoré I., Menozzi S.

We establish strong uniqueness for a class of degenerate SDEs of weak Hörmander type under suitable Hölder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit good smoothing properties of the underlying parabolic PDE with rough, here Hölder, drift coefficients and source term. Such regularizing effects are established through a perturbation technique (forward parametrix approach) which also heavily relies on appropriate duality properties on Besov spaces. For the method employed, we exhibit some sharp thresholds on the Hölder exponents for the strong uniqueness to hold.

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