The transport equation and zero quadratic variation processes

DOI10.3934/DCDSB.2016083zbMATH Open1353.60058arXiv1801.07897OpenAlexW2964211954MaRDI QIDQ727466

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Publication date: 7 December 2016

Published in: (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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