2011 | OriginalPaper | Chapter
Regularization by Additive Noise
Author : Franco Flandoli
Published in: Random Perturbation of PDEs and Fluid Dynamic Models
Publisher: Springer Berlin Heidelberg
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Although the final aim of these lectures is to understand the effect of noise on PDE, it is very important to investigate more and more the finite dimensional case. Even more basically, we have to understand how Brownianmotion regularizes functions, when it acts on them.