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math.PR2022★ 1 cited
Regularization by noise for rough differential equations driven by Gaussian rough paths
Rémi Catellier, Romain Duboscq
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 el…
math.PR2019
The It{ô}-Tanaka Trick: a non-semimartingale approach
Laure Coutin, Romain Duboscq, Anthony Réveillac
In this paper we provide an It{ô}-Tanaka-Wentzell trick in a non semimartingale context. We apply this result to the study of a fractional SDE with irregular drift coefficient.
math.PR2015
Stochastic regularization effects of semi-martingales on random functions
Romain Duboscq, Anthony Réveillac
In this paper we address an open question formulated in [17]. That is, we extend the It{ô}-Tanaka trick, which links the time-average of a deterministic function f depending on a s…