Stochastic flows for H\"older drifts and transport/continuity equations with noise
Probability
2025-10-02 v2 Analysis of PDEs
Abstract
We prove existence of a stochastic flow of diffeomorphisms generated by SDEs with drift in for any and . This result is achieved using a Zvonkin-type transformation for the SDE. As a key intermediate step, well-posedness and optimal regularity for a class of parabolic PDEs related to the transformation is established. Using the existence of a differentiable stochastic flow, we prove well-posedness of -solutions of stochastic transport equations and weak solutions of stochastic continuity equations with so-called transport noise and velocity fields in . For both equations, solutions may fail to be unique in the deterministic setting.
Keywords
Cite
@article{arxiv.2501.01759,
title = {Stochastic flows for H\"older drifts and transport/continuity equations with noise},
author = {Magnus C. Ørke},
journal= {arXiv preprint arXiv:2501.01759},
year = {2025}
}
Comments
29 pages