Transport and continuity equations with (very) rough noise
DOI10.1007/s42985-021-00101-yzbMath1479.35966arXiv2002.10432OpenAlexW3007423459WikidataQ115369862 ScholiaQ115369862MaRDI QIDQ825600
Carlo Bellingeri, Ana Djurdjevac, Nikolas Tapia, Peter K. Friz
Publication date: 17 December 2021
Published in: SN Partial Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.10432
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Rough paths (60L20) Transport equations (35Q49) Rough partial differential equations (60L50)
Related Items (4)
Cites Work
- Averaging along irregular curves and regularisation of ODEs
- Rough linear transport equation with an irregular drift
- A construction of the rough path above fractional Brownian motion using Volterra's representation
- Wiener chaos and uniqueness for stochastic transport equation
- Transport equation and Cauchy problem for BV vector fields
- Lie elements and an algebra associated with shuffles
- Ramification of rough paths
- Well-posedness of the transport equation by stochastic perturbation
- Special issue dedicated to the memory of Kiyoshi Itô on the occasion of the 100th anniversary of his birth
- Ordinary differential equations, transport theory and Sobolev spaces
- Partial differential equations driven by rough paths
- Well-posedness of the vector advection equations by stochastic perturbation
- A priori estimates for rough PDEs with application to rough conservation laws
- Geometric versus non-geometric rough paths
- Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness
- The density of the solution to the stochastic transport equation with fractional noise
- A renormalized rough path over fractional Brownian motion
- An extension theorem to rough paths
- A note on the notion of geometric rough paths
- Combinatorics of partial derivatives
- Hopf Algebras in Renormalisation
- Multidimensional Stochastic Processes as Rough Paths
- Unbounded rough drivers
- Stochastic partial differential equations: a rough paths view on weak solutions via Feynman–Kac
- A partial differential equation with the white noise as a coefficient
This page was built for publication: Transport and continuity equations with (very) rough noise