English

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 LL^\infty-solutions are renormalized. But then, if the noise is nondegenerate, uniqueness of weak LL^\infty-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}
}