REGULARIZATION EFFECTS OF A NOISE PROPAGATING THROUGH A CHAIN OF DIFFERENTIAL EQUATIONS: AN ALMOST SHARP RESULT

We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a weak like Hörmander structure (i.e. a non-degeneracy condition w.r.t. the components which transmit the noise). In particular we characterize, through suitable counter-examples, almost sharp regularity exponents that ensure that weak well posedness holds for the associated SDE. As a by-product of our approach, we also derive some density estimates of Krylov type for the weak solutions of the considered SDEs.