Stochastic continuity equations -- a general uniqueness result

DOI10.1007/s00574-016-0174-6zbMath1356.60104OpenAlexW2462315481MaRDI QIDQ504612

Wladimir Neves, Christian Olivera

Publication date: 17 January 2017

Published in: Bulletin of the Brazilian Mathematical Society. New Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00574-016-0174-6

zbMATH Keywords

well-posednessstochastic partial differential equationscontinuity equationstochastic characteristic method

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for linear first-order PDEs (35F10)

Related Items

Stochastic continuity equation with nonsmooth velocity ⋮ \(W^{1,p}\)-solutions of the transport equation by stochastic perturbation ⋮ Well-posedness of stochastic continuity equations on Riemannian manifolds ⋮ Renormalization of stochastic continuity equations on Riemannian manifolds ⋮ Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness

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