The transport equation and zero quadratic variation processes

DOI10.3934/dcdsb.2016083zbMath1353.60058arXiv1801.07897OpenAlexW2964211954MaRDI QIDQ727466

Christian Olivera, Jorge Clarke, Ciprian A. Tudor

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1801.07897

zbMATH Keywords

regularizationfractional Brownian motionMalliavin calculustransport equationmethod of characteristicsHermite processzero quadratic variation process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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