The transport equation and zero quadratic variation processes
Probability
2018-06-22 v1
Abstract
We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of the solution. As an example, we discuss the case when the noise is a Hermite process.
Cite
@article{arxiv.1801.07897,
title = {The transport equation and zero quadratic variation processes},
author = {Jorge Clarke de La Cerda and Christian Olivera and Ciprian Tudor},
journal= {arXiv preprint arXiv:1801.07897},
year = {2018}
}