The density of the solution to the stochastic transport equation with fractional noise

DOI10.1016/j.jmaa.2015.05.030zbMath1317.60080arXiv1408.6489OpenAlexW2963213704MaRDI QIDQ2352174

Ciprian A. Tudor, Christian Olivera

Publication date: 30 June 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.6489

zbMATH Keywords

fractional Brownian motionMalliavin calculusmethod of characteristicsstochastic transport equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (6)

Transport and continuity equations with (very) rough noise ⋮ Distribution of the integral of maximum processes and applications ⋮ First-order linear Marcus SPDEs ⋮ Existence and smoothness of the density for the stochastic continuity equation ⋮ Transport equation driven by a stochastic measure ⋮ The transport equation and zero quadratic variation processes

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