Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise
Probability
2010-07-26 v1 Analysis of PDEs
Abstract
A linear stochastic transport equation with non-regular coefficients is considered. Under the same assumption of the deterministic theory, all weak -solutions are renormalized. But then, if the noise is nondegenerate, uniqueness of weak -solutions does not require essential new assumptions, opposite to the deterministic case where for instance the divergence of the drift is asked to be bounded. The proof gives a new explanation why bilinear multiplicative noise may have a regularizing effect.
Keywords
Cite
@article{arxiv.1007.4102,
title = {Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise},
author = {S. Attanasio and F. Flandoli},
journal= {arXiv preprint arXiv:1007.4102},
year = {2010}
}