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Well-posedness of the transport equation by stochastic perturbation

Analysis of PDEs 2015-05-13 v2 Probability

Abstract

We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Ito-Tanaka type.

Keywords

Cite

@article{arxiv.0809.1310,
  title  = {Well-posedness of the transport equation by stochastic perturbation},
  author = {Franco Flandoli and Massimiliano Gubinelli and Enrico Priola},
  journal= {arXiv preprint arXiv:0809.1310},
  year   = {2015}
}

Comments

Addition of new parts