Related papers: Transport equation driven by a stochastic measure
A stochastic transport linear equation (STLE) with multiplicative space-time dependent noise is studied. It is shown that, under suitable assumptions on the noise, a multiplicative renormalization leads to convergence of the solutions of…
We present a first numerical investigation of the accuracy of the recently proposed {\em non-classical transport equation}. This equation contains an extra independent variable (the path-length $s$), and models particle transport taking…
Based on the weak existence and weak uniqueness, we study the pathwise uniqueness of the solutions for a class of one-dimensional stochastic differential equations driven by pure jump processes. By using Tanaka's formula and the local time…
We present a simple proof of the entropy-power inequality using an optimal transportation argument which takes the form of a simple change of variables. The same argument yields a reverse inequality involving a conditional differential…
In this paper we study the stochastic inhomogeneous incompressible Euler equations in the whole space $\RR^3$. We prove the existence and pathwise uniqueness of local solutions with both additive and multiplicative stochastic noise. Our…
We consider the space of probability measures on a discrete set $X$, endowed with a dynamical optimal transport metric. Given two probability measures supported in a subset $Y \subseteq X$, it is natural to ask whether they can be connected…
In this paper we study random optimization problems where random functions are investigated in sample paths. Some sufficient conditions ensuring the existence of random solutions to random optimization problems are proposed.
We consider random i.i.d. samples of absolutely continuous measures on bounded connected domains. We prove an upper bound on the $\infty$-transportation distance between the measure and the empirical measure of the sample. The bound is…
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…
We introduce a stochastic optimal transport for the Langevin dynamics with positive mass and study its zero--mass limit. The new aspect of this paper is that we only fix the initial and terminal probability distributions of the positions of…
This article provides numerical simulation of an optimal transport path from a single source to an atomic measure of equal total mass. We first construct an initial transport path, and then modify the path as much as possible by using both…
We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single…
Typically, a stochastic model relates stochastic "inputs" and, perhaps, controls to stochastic "outputs". A general version of the Yamada-Watanabe and Engelbert theorems relating existence and uniqueness of weak and strong solutions of…
We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…
The transport coefficients of a dilute classical gas in the presence of a drag force proportional to the velocity of the particle are determined from the Boltzmann equation. The viscous drag force could model the friction of solid particles…
We study the one-dimensional stochastic heat equation in the mild form driven by a general stochastic measure $\mu$, for $\mu$ we assume only $\sigma$-additivity in probability. The time averaging of the equation is considered, uniform a.…
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…
The probability of shortage absence is estimated for the storage of some transport system. The intensive computer methods of statistics are used in corresponding processes simulation. The efficiency of suggested approach, taking the mean…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…