Pathwise regularization of the stochastic heat equation with multiplicative noise through irregular perturbation

Date/heure
16 décembre 2021
10:45 - 11:45

Lieu
Salle de conférences Nancy

Oratrice ou orateur
Rémi Catellier (Université Côte d'Azur)

Catégorie d'évènement
Séminaire Probabilités et Statistique


Résumé

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path establish wellposedness of such equations, even when the drift and diffusion coefficients are given as generalized functions or distributions. In addition we prove regularity of the averaged field associated to a Lévy fractional stable motion, and use this as an example of a perturbation regularizing the multiplicative stochastic heat equation.

Joint work With Fabian Harang