Artículos de revistas
Lp-solutions Of The Stochastic Transport Equation
Registro en:
Random Operators And Stochastic Equations. , v. 21, n. 2, p. 125 - 134, 2013.
9266364
10.1515/rose-2013-0007
2-s2.0-84881540077
Autor
Catuogno P.
Olivera C.
Institución
Resumen
We consider the stochastic transport linear equation and we prove existence and uniqueness of weak Lp-solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation. We make only minimal assumptions, similar to the deterministic problem. The proof is supported on the generalized Itô-Ventzel-Kunita formula and the theory of Lions-DiPerna on transport linear equation. © de Gruyter 2013. 21 2 125 134 Albeverio, S., Haba, Z., Russo, F., A two-space dimensional semilinear heat equation perturbed by (gaussian) white noise (2001) Probability Theory and Related Fields, 121, pp. 319-366 Ambrosio, L., Transport equation and cauchy problem for bv vector fields (2004) Inventiones Mathematicae, 158, pp. 227-260 Ambrosio, L., Figalli, A., On flows associated to sobolev vector fields in wiener space: An approach á la di perna-lions (2009) Journal of Functional Analysis, 256, pp. 179-214 Brzezniak, Z., Flandoli, F., Almost sure approximation of wong-zakai type for stochastic partial differential equations (1995) Stochastic Processes and Their Applications, 55, pp. 329-358 Catuogno, P., Olivera, C., On stochastic generalized functions (2011) Infinite Dimensional Analysis, Quantum Probability and Related Topics, 14, pp. 237-260 Catuogno, P., Olivera, C., Tempered generalized functions and hermite expansions (2011) Nonlinear Analysis. Theory, Methods and Applications, 74, pp. 479-493 Cipriano, F., Cruzeiro, A., Flows associated with irregular rd -vector fields (2005) Journal of Differential Equations, 219, pp. 183-201 Coviello, R., Russo, F., Stochastic differential equations and weak dirichlet processes (2007) The Annals of Probability, 35, pp. 255-308 Crippa, G., (2009) The Flow Associated to Weakly Differentiable Vector Fields, , Ph.D. thesis, Scuola Normale Superiore DiPerna, R., Lions, P.L., Ordinary differential equations, transport theory and sobolev spaces (1989) Inventiones Mathematicae, 98, pp. 511-547 Fang, S., Luo, D., Transport equations and quasi-invariant flows on the wiener space (2010) Bulletin des Sciences Mathématiques, 134, pp. 295-328 Figalli, A., Existence and uniqueness of martingale solutions for sdes with rough or degenerate coefficients (2008) Journal of Functional Analysis, 254, pp. 109-153 Flandoli, F., Gubinelli, M., Priola, E., Well-posedness of the transport equation by stochastic perturbation (2010) Inventiones Mathematicae, 180, pp. 1-53 Flandoli, F., Russo, F., Generalized integration and stochastic odes (2002) The Annals of Probability, 30, pp. 270-292 Gyöngy, I., Shmatkov, A., Rate of convergence ofwong-zakai approximations for stochastic partial differential equations (2006) Applied Mathematics and Optimization, 54, pp. 315-341 Kunita, H., Stochastic differential equations and stochastic flows of diffeomorphisms (1984) École d' été de Probabilités de Saint-Flour XII -1982, pp. 143-303. , Lectures Notes in Mathematics 1097 Springer-Verlag, Berlin Kunita, H., Stochastic flows stochastic differential equations (1990) Cambridge Studies in Advanced Mathematics, 24. , Cambridge University Press, Cambridge Le Bris, C., Lions, P.L., Renormalized solutions of some transport equations with partially w 1;1 velocities and applications annali di matematica pura ed applicata (2003) Series IV, 183, pp. 97-130 Le Bris, C., Lions, P.L., Existence and uniqueness of solutions to fokker-planck type equations with irregular coefficients (2008) Communications in Partial Differential Equations, 33 (7), pp. 1272-1317 Ocone, D., Pardoux, A., A generalized itô-ventzell formula application to a class of anticipating stochastic differential equations annales de l'institut henri poincaré (1989) Probabilités et Statistiques, 25, pp. 39-71 Pardoux, E., (1975) Equations Aux Dérivés Partielles Stochastiques Non Linéaires Monotones Etude De Solutions Fortes De Type Itô, , Ph.D. thesis,Université Paris Sud Russo, F., Colombeau generalized functions and stochastic analysis (1994) Stochastic Analysis and Applications in Physics, pp. 329-349. , NATO Advanced Science Institutes Series C: Mathematical and Physical Sciences,Kluwer Academic Publishers, Dordrecht Zhang, X., Stochastic flows of sdes with irregular coefficients and stochastic transport equations (2010) Bulletin des Sciences Mathématiques, 134, pp. 340-378