Rough linear transport equation with an irregular drift
Probability
2015-01-14 v1
Abstract
We study the linear transport equation where is a vectorfield of limited regularity and a vector-valued H\"older continuous driving term. Using the theory of controlled rough paths we give a meaning to the weak formulation of the PDE and solve that equation for smooth vectorfields . In the case of the fractional Brownian motion a phenomenon of regularization by noise is displayed.
Keywords
Cite
@article{arxiv.1501.03000,
title = {Rough linear transport equation with an irregular drift},
author = {Rémi Catellier},
journal= {arXiv preprint arXiv:1501.03000},
year = {2015}
}