Motivated by open problems of well posedness in fluid dynamics, two topics related to strong solutions of SDEs are discussed. The first one on stochastic flows for SDEs with non regular drift helps to solve a stochastic transport equation where the corresponding deterministic equation is not well posed. The second one is a concept of strong superposition solution motivated by problems where uniqueness is not true or not known.
Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations
FLANDOLI, FRANCO
2009-01-01
Abstract
Motivated by open problems of well posedness in fluid dynamics, two topics related to strong solutions of SDEs are discussed. The first one on stochastic flows for SDEs with non regular drift helps to solve a stochastic transport equation where the corresponding deterministic equation is not well posed. The second one is a concept of strong superposition solution motivated by problems where uniqueness is not true or not known.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
