Well-posedness of first order semilinear PDEs by stochastic perturbation

Christian Olivera

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arXiv · 1310.7404

Well-posedness of first order semilinear PDEs by stochastic perturbation

Christian Olivera

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Abstract

We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented in [2]. The proof is based on in the stochastic characteristics method and a version of the commuting Lemma.

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Christian Olivera. 2013-10-28. Well-posedness of first order semilinear PDEs by stochastic perturbation. https://arxiv.org/abs/1310.7404

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