Strong regularization by Brownian noise propagating through a weak H\"ormander structure

Abstract

We establish strong uniqueness for a class of degenerate SDEs of weak H\"ormander type under suitable H\"older regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit good smoothing properties of the underlying parabolic PDE with rough, here H\"older, drift coefficients and source term. Such regularizing effects are established through a perturbation technique (forward parametrix approach) which also heavily relies on appropriate duality properties on Besov spaces. For the method employed, we exhibit some sharp thresholds on the H\"older exponents for the strong uniqueness to hold.

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