1 citations · 2 across the 7 of their papers we have counts for
9 papers
Pathwise regularization by noise for semilinear SPDEs driven by a multiplicative cylindrical Brownian motion
Florian Bechtold, Fabian A. Harang
We prove a regularization by noise phenomenon for semilinear SPDEs driven by multiplicative cylindrical Brownian motion and singular diffusion coefficient. The analysis is based on…
A multiparameter Stochastic Sewing lemma and the regularity of local times associated to Gaussian sheets
Florian Bechtold, Fabian A. Harang, Hannes Kern
We establish a multiparameter extension of the stochastic sewing lemma. This allows us to derive novel regularity estimates on the local time of locally non-deterministic Gaussian…
Can probability theory really help tame problems in mathematical hydrodynamics?
Martina Hofmanová, Florian Bechtold
Recent years have seen spectacular progress in the mathematical study of hydrodynamic equations. Novel tools from convex integration in particular prove extremely versatile in esta…
A pathwise regularization by noise phenomenon for the evolutionary -Laplace equation
Florian Bechtold, Jörn Wichmann
We study an evolutionary -Laplace problem whose potential is subject to a translation in time. Provided the trajectory along which the potential is translated admits a sufficien…
Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
Florian Bechtold, Fabian A. Harang, Nimit Rana
We study pathwise regularization by noise for equations on the plane in the spirit of the framework outlined by Catellier and Gubinelli (Stochastic Process. Appl., 2016). To this e…
Regularization by random translation of potentials for the continuous PAM and related models in arbitrary dimension
Florian Bechtold
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that pr…
Weak solutions for singular multiplicative SDEs via regularization by noise
Florian Bechtold, Martina Hofmanová
We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we esta…
A Law of Large Numbers for interacting diffusions via a mild formulation
Florian Bechtold, Fabio Coppini
Consider a system of weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the soluti…
Strong solutions of semilinear SPDEs with unbounded diffusion
Florian Bechtold
We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear s…