Sobolev differentiable stochastic flows for SDEs with singular coefficients: applications to the transport equation

DOI10.1214/14-AOP909zbMath1333.60127arXiv1204.3867MaRDI QIDQ2352761

Torstein Nilssen, Salah-Eldin A. Mohammed, Frank Norbert Proske

Publication date: 6 July 2015

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.3867

zbMATH Keywords

Sobolev spacesMalliavin calculusstochastic differential equationsstochastic flowsstochastic transport equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Discontinuous ordinary differential equations (34A36) Generation, random and stochastic difference and differential equations (37H10) General theory of random and stochastic dynamical systems (37H05)

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