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math.PR2023
Wilson-Itô diffusions
Ismael Bailleul, Ilya Chevyrev, Massimiliano Gubinelli
We introduce Wilson-Itô diffusions, a class of random fields on that change continuously along a scale parameter via a Markovian dynamics with local coefficients. De…
math.PR2012★ 14 cited
Averaging along irregular curves and regularisation of ODEs
R. Catellier, M. Gubinelli
We consider the ordinary differential equation (ODE) where is a continuous driving function and is a time-dependent vector field which poss…