Wiener chaos and uniqueness for stochastic transport equation

DOI10.1016/J.CRMA.2011.05.006MaRDI QIDQ550417zbMATHOpenAlexFDO

Authors Mario Maurelli

Publication date 8 July 2011

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2434/642569

zbMATH Keywords

uniqueness resultstochastic transport linear equationWiener chaos decomposition

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• Dirichlet forms and analysis on Wiener space
• Integration of Brownian vector fields.
• Nonuniqueness of bounded solutions for some BV outside a hyperplane vector field
• Ordinary differential equations, transport theory and Sobolev spaces
• Renormalized solutions for stochastic transport equations and the regularization by bilinear multiplicative noise
• Some new well-posedness results for continuity and transport equations, and applications to the chromatography system
• Strong solutions of stochastic equations with singular time dependent drift
• Transport equation and Cauchy problem for BV vector fields
• Well-posedness of the transport equation by stochastic perturbation

Cited in

(13)

• The density of the solution to the stochastic transport equation with fractional noise
• On the convergence of stochastic transport equations to a deterministic parabolic one
• Stochastic transport equation with bounded and Dini continuous drift
• Transport and continuity equations with (very) rough noise
• Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
• A sufficient condition for the Kolmogorov 4/5 law for stationary martingale solutions to the 3D Navier-Stokes equations
• 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction
• Noise prevents infinite stretching of the passive field in a stochastic vector advection equation
• The transport equation and zero quadratic variation processes
• Local nonuniqueness for stochastic transport equations with deterministic drift
• Fokker-Planck equation for dissipative 2D Euler equations with cylindrical noise
• Wiener chaos solutions of linear stochastic evolution equations
• Stochastic continuity equation with nonsmooth velocity

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