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arXiv · 2207.09726

Strong regularization by noise for kinetic SDEs

Giacomo Lucertini·Stefano Pagliarani·Andrea Pascucci
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Abstract

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient. This framework encompasses, as particular cases, stochastic Langevin systems of kinetic SDEs. The drift coefficient of the velocity component is allowed to be $\alpha$-H\"older continuous without any restriction on the index $\alpha$, which can be any positive number in $]0,1[$. As the deterministic counterparts of these differential systems are not well-posed, this result can be viewed as a phenomenon known as regularization by noise.

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Giacomo Lucertini, Stefano Pagliarani, Andrea Pascucci. 2022-07-20. Strong regularization by noise for kinetic SDEs. https://arxiv.org/abs/2207.09726

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