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arXiv · 1801.07897

The transport equation and zero quadratic variation processes

Jorge Clarke de La Cerda·Christian Olivera·Ciprian Tudor
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Abstract

We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of the solution. As an example, we discuss the case when the noise is a Hermite process.

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Jorge Clarke de La Cerda, Christian Olivera, Ciprian Tudor. 2018-01-24. The transport equation and zero quadratic variation processes. https://arxiv.org/abs/1801.07897

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