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arXiv · 1507.04559

Well-posedness of the stochastic transport equation with unbounded drift

David A. C. Mollinedo·Christian Olivera
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Abstract

The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based on a careful analysis of the associated stochastic flow of characteristics and techniques of stochastic analysis.

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David A. C. Mollinedo, Christian Olivera. 2015-07-16. Well-posedness of the stochastic transport equation with unbounded drift. https://arxiv.org/abs/1507.04559

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