W^1,p-solutions of the transport equation by stochastic perturbation

DOI10.1214/18-BJPS408zbMATH Open1434.60163arXiv1807.00266MaRDI QIDQ2180271FDOQ2180271

Authors: David A. C. Mollinedo 

Publication date: 13 May 2020

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Abstract: We consider the stochastic transport equation with a possibly unbounded H"older continuous vector field. Well-posedness is proved, namely, we show existence, uniqueness and strong stability of W^{1,p}-weak solutions.

Full work available at URL: https://arxiv.org/abs/1807.00266

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zbMATH Keywords

regularizationstochastic transport equationstochastic characteristic method

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for linear first-order PDEs (35F10)

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Cited In (1)

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