English

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 LtqCx0,αL^q_t C^{0, \alpha}_x for any q[2,)q \in [2, \infty) and α(0,1)\alpha \in (0, 1). 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 BVlocBV_\text{loc}-solutions of stochastic transport equations and weak solutions of stochastic continuity equations with so-called transport noise and velocity fields in LtqCx0,αL^q_t C^{0, \alpha}_x. 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}
}

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29 pages