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.
Wiener chaos and uniqueness for stochastic transport equation = Chaos de Wiener et unicité pour l’équation de transport stochastique
Maurelli, Mario
2011-01-01
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.File in questo prodotto:
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Uniq STLE with Wiener chaos mod.pdf
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