Well-Posedness of the Stochastic Transport Equation with Unbounded Drift

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Author(s):	Mollinedo, David A. C. ^[1] ; Olivera, Christian ^[2] Total Authors: 2
Affiliation:	^[1] Univ Tecnol Fed Parana, Curitiba, Parana - Brazil ^[2] Univ Estadual Campinas, Dept Matemat, Campinas, SP - Brazil Total Affiliations: 2
Document type:	Journal article
Source:	BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY; v. 48, n. 4, p. 663-677, DEC 2017.
Web of Science Citations:	0
Abstract
The Cauchy problem for a multidimensional linear transport equation with unbounded drift is investigated. Provided the drift is Holder continuous , existence, uniqueness and strong stability of solutions are obtained. The proofs are based on a careful analysis of the associated stochastic flow of characteristics and techniques of stochastic analysis. (AU)

FAPESP's process:	15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications
Grantee:	Paulo Regis Caron Ruffino
Support Opportunities:	Research Projects - Thematic Grants


FAPESP's process:	15/04723-2 - Topics in stochastic partial diferential equations
Grantee:	Christian Horacio Olivera
Support Opportunities:	Regular Research Grants