Transport equation driven by a stochastic measure
Probability
2024-09-11 v2
Abstract
We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only -additivity in probability and continuity of paths. The existence and uniqueness of the weak solution to the equation are proved.
Keywords
Cite
@article{arxiv.2407.15232,
title = {Transport equation driven by a stochastic measure},
author = {Vadym Radchenko},
journal= {arXiv preprint arXiv:2407.15232},
year = {2024}
}
Comments
10 pages