Prevalence of ρ-irregularity and related properties
We show that generic Hölder continuous functions are ρ-irregular. The property of ρ-irregularity has been first introduced by Catellier and Gubinelli (Stochastic Process. Appl. 126 (2016) 2323–2366) and plays a key role in the study of well-posedness for some classes of perturbed ODEs and PDEs. Genericity here is understood in the sense of prevalence. As a consequence we obtain several results on regularisation by noise “without probability”, i.e. without committing to specific assumptions on the statistical properties of the perturbations. We also establish useful criteria for stochastic processes to be ρ-irregular and study in detail the geometric and analytic properties of ρ-irregular functions.
2-s2.0-85211344794
École Polytechnique Fédérale de Lausanne
University of Oxford
2024-11-01
60
4
2415
2467
REVIEWED
EPFL
| Funder | Funding(s) | Grant Number | Grant URL |
German Research Foundation | |||
Hausdorff Center for Mathematics | 211504053,EXC-2047/1 – 390685813 | ||
SNSF | 182565 | ||
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