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arXiv · 1406.3735

Stochastic transport equation in bounded domains

Wladimir Neves·Christian Olivera
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Abstract

This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions with non-regular coefficients. The existence of weak solutions relies strongly on the existence of strong stochastic trace, and also on the passage from the Stratonovich into It\^o's formulation for bounded domains.Moreover, the uniqueness of weak solutions is obtained under suitable conditions.

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Wladimir Neves, Christian Olivera. 2014-06-14. Stochastic transport equation in bounded domains. https://arxiv.org/abs/1406.3735

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