Transport and continuity equations with (very) rough noise

Carlo Bellingeri; Ana Djurdjevac; Peter K. Friz; Nikolas Tapia

doi:10.1007/s42985-021-00101-y

Transport and continuity equations with (very) rough noise

Analysis of PDEs 2021-10-05 v1 Probability

Authors: Carlo Bellingeri , Ana Djurdjevac , Peter K. Friz , Nikolas Tapia

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Abstract

Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.

Keywords

geodesic flow

Cite

@article{arxiv.2002.10432,
  title  = {Transport and continuity equations with (very) rough noise},
  author = {Carlo Bellingeri and Ana Djurdjevac and Peter K. Friz and Nikolas Tapia},
  journal= {arXiv preprint arXiv:2002.10432},
  year   = {2021}
}