ABSTRACT

Regularisation by (gradient) noise in the mean is a well-studied phenomenon in stochastic partial differential equations (SPDEs) and SDEs. Pathwise regularisation in SPDEs has only recently received attention by comparison. In this talk I will discuss existence results of distribution dependent (McKean--Vlasov) SDEs using nonlinear Young integration, as well as their applications to pathwise regularisation by noise phenomena for quasilinear PDEs with additive time-irregular forcing. This is joint work with Fabian Harang (BI Handelshoyskolen) and Chengcheng Ling (Universitat Augsburg).