Stochastic continuity equation with nonsmooth velocity

DOI10.1007/S10231-017-0633-8MaRDI QIDQ2409369zbMATH OpenOpenAlexFDO

Authors David A. C. Mollinedo, Christian Olivera

Publication date 11 October 2017

Published in Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.03326

zbMATH Keywords

commutator lemmacontinuity equationregularization by noisestochastic characteristic methodstochastic partial differential equation

Mathematics Subject Classification ID

Initial value problems for linear first-order PDEs (35F10) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: In this article we study the existence and uniqueness of solutions of stochastic continuity equation with irregular coefficients.

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Cited in

(10)

• The continuity equation with random velocity field and the expectation of its solutions
• Well-posedness of the stochastic transport equation with unbounded drift
• Initial-boundary value problem for stochastic transport equations
• Stochastic transport equations with unbounded divergence
• \(W^{1,p}\)-solutions of the transport equation by stochastic perturbation
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• Existence and smoothness of the density for the stochastic continuity equation
• The expectation of solution of random continuity equation with Gaussian velocity field
• Distribution-path dependent nonlinear SPDEs with application to stochastic transport type equations

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