Related papers: Stochastic transport equations with unbounded dive…
We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the…
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…
We prove some existence, uniqueness and non-existence results of stochastic strong solutions for a class of stochastic transport equations with a $q$-integrable (in time), bounded and $\alpha$-H\"{o}lder continuous (in space) drift…
We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the $L^d$ class, the weak…
We study well-posedness for the stochastic transport equation with transport noise, as introduced by Flandoli, Gubinelli and Priola. We consider periodic solutions in $\rho \in L^{\infty}_{t} L_{x}^{p}$ for divergence-free drifts $u \in…
A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
We present difference schemes for stochastic transport equations with low-regularity velocity fields. We establish $L^2$ stability and convergence of the difference approximations under conditions that are less strict than those required…
In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.
We present a detailed analysis of non-degenerate time-homogeneous It\^o-stochastic differential equations with low local regularity assumptions on the coefficients. In particular the drift coefficient may only satisfy a local integrability…
We prove the solvability of It\^o stochastic equations with uniformly nondegenerate, bounded, measurable diffusion and drift in $L_{d+1}(\mathbb{R}^{d+1})$. Actually, the powers of summability of the drift in $x$ and $t$ could be different.…
We study a stochastic differential equation with an unbounded drift and general H\"older continuous noise of an arbitrary order. The corresponding equation turns out to have a unique solution that, depending on a particular shape of the…
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…
We establish transportation cost inequalities, with respect to the uniform and $L_2$-metric, on the path space of continuous functions, for laws of solutions of stochastic differential equations with reflections. We also consider the case…
We prove the existence and uniqueness of strong solutions for stochastic differential equations in which the drift coefficient is square integrable in time variable and H\"{o}lder continuous in space variable. Moreover, we prove that the…
We investigate a stochastic transport equation driven by a multiplicative noise. For $L^q(0,T;W^{1,p}({\mathbb R}^d;{\mathbb R}^d))$ drift coefficient and $W^{1,r}({\mathbb R}^d)$ initial data, we obtain the existence and uniqueness of…
This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions…
Numerical methods for stochastic differential equations with non-globally Lipschitz coefficients are currently studied intensively. This article gives an overview of our work for the case that the drift coefficient is potentially…
In this paper linear stochastic transport and continuity equations with drift in critical $L^{p}$ spaces are considered. In this situation noise prevents shocks for the transport equation and singularities in the density for the continuity…
We consider a stochastic transportation problem between two prescribed probability distributions (a source and a target) over processes with general drift dependence and with free end times. First, and in order to establish a dual…