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

页码：663 / 677

页数：15

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