Strong regularization by Brownian noise propagating through a weak H{\"o}rmander structure

29 Sep 2020  ·  de Raynal Paul-Eric Chaudru LAMA, Honoré Igor LaMME, Menozzi Stephane LaMME ·

We establish strong uniqueness for a class of degenerate SDEs of weak H{\"o}rmander type under suitable H{\"o}lder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit good smoothing properties of the underlying parabolic PDE with rough, here H{\"o}lder, drift coefficients and source term... Such regularizing effects are established through a perturbation technique (forward parametrix approach) which also heavily relies on appropriate duality properties on Besov spaces. For the method employed, we exhibit some sharp thresholds on the H{\"o}lder exponents for the strong uniqueness to hold. read more

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Probability Analysis of PDEs