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Regularization by Additive Noise

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Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 2015)

Abstract

Although the final aim of these lectures is to understand the effect of noise on PDE, it is very important to investigate more and more the finite dimensional case. Even more basically, we have to understand how Brownianmotion regularizes functions, when it acts on them.

Keywords

  • Additive Noise
  • Mild Solution
  • Kolmogorov Equation
  • Maximal Regularity
  • Strong Uniqueness

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Correspondence to Franco Flandoli .

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© 2011 Springer-Verlag Berlin Heidelberg

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Flandoli, F. (2011). Regularization by Additive Noise. In: Random Perturbation of PDEs and Fluid Dynamic Models. Lecture Notes in Mathematics(), vol 2015. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-18231-0_2

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