The density of the solution to the stochastic transport equation with fractional noise

DOI10.1016/J.JMAA.2015.05.030MaRDI QIDQ2352174zbMATH OpenOpenAlexFDO

Authors Christian Olivera, Ciprian A. Tudor

Publication date 30 June 2015

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1408.6489

zbMATH Keywords

fractional Brownian motionMalliavin calculusmethod of characteristicsstochastic transport equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the solution and we give Gaussian estimates from above and from below for this density.

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Cited in

(10)

• Distribution of the integral of maximum processes and applications
• Transport equations with fractal noise-existence, uniqueness and regularity of the solution
• \(W^{1,p}\)-solutions of the transport equation by stochastic perturbation
• Existence and smoothness of the density for the stochastic continuity equation
• Smooth density for a class of fractional SPDE with fractional noise
• First-order linear Marcus SPDEs
• Transport equation driven by a stochastic measure
• The transport equation and zero quadratic variation processes
• Transport and continuity equations with (very) rough noise
• The density of solutions to multifractional stochastic Volterra integro-differential equations

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