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

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/1149880
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