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arXiv · 1512.07274

Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion

Torstein Nilssen
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Abstract

We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the equation.

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Torstein Nilssen. 2015-12-22. Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion. https://arxiv.org/abs/1512.07274

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