Abstract

We prove a uniqueness result for the stochastic transport linear equation (STLE), without any W 1 , 1 or BV hypothesis on the coefficient, which is needed for the corresponding deterministic equation. We use Wiener chaos decomposition to pass from the STLE to a deterministic second-order transport equation with uniqueness property.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.