Well-Posedness of the Stochastic Transport Equation with Unbounded Drift

被引：4
|
作者：
Mollinedo, David A. C. [1 ]
Olivera, Christian [2 ]
机构：
[1] Univ Tecnol Fed Parana, Curitiba, Parana, Brazil
[2] Univ Estadual Campinas, Dept Matemat, Campinas, SP, Brazil
来源：
BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY | 2017年 / 48卷 / 04期
基金：
巴西圣保罗研究基金会;
关键词：
Stochastic partial differential equation; Transport equation; Low regularity; Stochastic characteristic method; BV VECTOR-FIELDS;
D O I：
10.1007/s00574-017-0039-7
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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 on a careful analysis of the associated stochastic flow of characteristics and techniques of stochastic analysis.
引用
收藏
页码：663 / 677
页数：15
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