The transport equation and zero quadratic variation processes

DOI10.3934/DCDSB.2016083zbMATH Open1353.60058arXiv1801.07897OpenAlexW2964211954MaRDI QIDQ727466FDOQ727466

Authors: Jorge Clarke, Christian Olivera, Ciprian A. Tudor 

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Abstract: We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of the solution. As an example, we discuss the case when the noise is a Hermite process.

Full work available at URL: https://arxiv.org/abs/1801.07897

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zbMATH Keywords

Malliavin calculusregularizationfractional Brownian motiontransport equationmethod of characteristicsHermite processzero quadratic variation process

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

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Cited In (3)

• Transport equation on semidiscrete domains and Poisson–Bernoulli processes
• Title not available (Why is that?)
• Zero-noise solutions of linear transport equations without uniqueness: An example

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