Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths (Q6038868)

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scientific article; zbMATH DE number 7681521
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Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths
scientific article; zbMATH DE number 7681521

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    Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths (English)
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    3 May 2023
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    The authors prove pathwise uniqueness for a class of stochastic equations in \(\mathbf{R}^d\) involving fractional Brownian motion \(B_t^H\) with sufficiently small Hurst parameter \(H\) and drift \(b\) assumed only to be bounded and measurable. More specifically, the main result asserts the existence and uniqueness of the solution to the equation \[ X_t^x = x+ B_t^H + \int_0^t b(s,X_s^x)ds \] for \(H\) in the range \((0, \frac{1}{2(d+2)})\), with the result holding uniformly in the initial point \(x\). Using this result, they construct weak unique regular solutions of the classical transport and continuity equations with singiular velocity fields perturbed along fractional Brownian paths. The class of equations addressed in the paper falls outside of the scope of regularity theories developed by DiPerna-Lions, Abrosio and Crippa-De Lillis. The authors' approach is based on an approximation argument involving a-priori estimates on the stochastic flows generated by mollifying the drift term, a compactness criterion obtained from Malliavin calculus, and moment estimates of the derivative flows.
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    transport equation
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    compactness criterion
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    singular vector fields
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    regularization by noise
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