Well-posedness of the stochastic transport equation with unbounded drift
Analysis of PDEs
2017-03-24 v4 Probability
Abstract
The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based on a careful analysis of the associated stochastic flow of characteristics and techniques of stochastic analysis.
Keywords
Cite
@article{arxiv.1507.04559,
title = {Well-posedness of the stochastic transport equation with unbounded drift},
author = {David A. C. Mollinedo and Christian Olivera},
journal= {arXiv preprint arXiv:1507.04559},
year = {2017}
}
Comments
We reformulated our results : we eliminated the section of renormalization. However, we introduce a new results. We present the existence, uniqueness and stability for the stochastic transport equation