Regularization by noise: well–posedness, numerics and dynamics

• Applicant: Professorin Dr. Chengcheng Ling
• Subject Area: Mathematics
• Term: since 2025
• Project identifier: Deutsche Forschungsgemeinschaft (DFG) - Project number 563883019

Understanding the effect of random perturbations in deterministic dynamics is a central topic of research in stochastic analysis. The regularization from noise, starting from the Brwonian type, improving the irregular systems has attracted research interests since 70’s. This project aims at exploring the open fields of regularization by various types of noise with emphasis on the study of stochastic differential equations with singular coefficients from three aspects: well–posedness theory, numeric analysis and dynamical behavior, by combining the classical stochastic analysis theory from Itô with modern tools from rough path theory and Malliavin calculus.

• DFG Programme: Research Grants
• Co-Investigator: Professor Dr. Dirk Blömker