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Regularization by noise for rough differential equations driven by Gaussian rough paths

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arxiv 2207.04251 v2 pith:66AAHE7H submitted 2022-07-09 math.PR

classification math.PR
keywords roughequationgaussianconditionsdifferentialdriftdrivenkappa
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abstract

We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove path-by-path well-posedness of the equation for poorly regular drifts. In the case of the fractional Brownian motion $B^H$ for $H>\frac14$, we prove that the drift may be taken to be $\kappa>0$ H\"older continuous and bounded for $\kappa>\frac32 - \frac1{2H}$. A flow transform of the equation and Malliavin calculus for Gaussian rough paths are used to achieve such a result.

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