具有无界漂移项的随机输运方程的适定性
偏微分方程分析
2017-03-24 v4 概率论
摘要
研究了具有无界漂移项的多维线性输运方程的 Cauchy 问题。在漂移项 Hölder 连续的条件下，得到了解的存在性、唯一性和强稳定性。证明基于对相关随机特征流和随机分析技巧的细致分析。
引用
@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}
}
备注
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