Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion
Probability
2018-06-26 v2
Abstract
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the equation.
Cite
@article{arxiv.1512.07274,
title = {Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion},
author = {Torstein Nilssen},
journal= {arXiv preprint arXiv:1512.07274},
year = {2018}
}
Comments
Paper is merged together with arXiv:1509.01154