The density of the solution to the stochastic transport equation with fractional noise

Olivera, Christian; Tudor, Ciprian A.

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

The density of the solution to the stochastic transport equation with fractional noise

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Author(s):	Olivera, Christian ^[1] ; Tudor, Ciprian A. ^{[2, 3]} Total Authors: 2
Affiliation:	^[1] Univ Estadual Campinas, Dept Matemat, BR-13081970 Campinas, SP - Brazil ^[2] Univ Lille 1, Lab Paul Painleve, F-59655 Villeneuve Dascq - France ^[3] Acad Econ Studies, Bucharest - Romania Total Affiliations: 3
Document type:	Journal article
Source:	Journal of Mathematical Analysis and Applications; v. 431, n. 1, p. 57-72, NOV 1 2015.
Web of Science Citations:	4
Abstract
We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the solution and we give Gaussian estimates from above and from below for this density. (C) 2015 Elsevier Inc. All rights reserved. (AU)

FAPESP's process:	12/18739-0 - Generalized functions and stochastic equations
Grantee:	Christian Horacio Olivera
Support Opportunities:	Regular Research Grants

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