Existence and Smoothness of the Density for the Stochastic Continuity Equation

Mollinedo, David A. C.; 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.)

Existence and Smoothness of the Density for the Stochastic Continuity Equation

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Author(s):	Mollinedo, David A. C. ^[1] ; Olivera, Christian ^[2] ; Tudor, Ciprian A. ^{[3, 4]} Total Authors: 3
Affiliation:	^[1] Univ Tecnol Fed Parana, Curitiba, Parana - Brazil ^[2] Univ Estadual Campinas, Dept Matemat, Campinas, SP - Brazil ^[3] Univ Lille 1, UFR Math, Lille - France ^[4] Romanian Acad, ISMMA, Bucharest - Romania Total Affiliations: 4
Document type:	Journal article
Source:	Results in Mathematics; v. 74, n. 1 MAR 2019.
Web of Science Citations:	0
Abstract
We consider the stochastic continuity equation driven by Brownian motion. We use the techniques of the Malliavin calculus to show that the law of the solution has a density with respect to the Lebesgue measure. We also prove that the density is Holder continuous and satisfies some Gaussian-type estimates. (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:	17/17670-0 - Stochastic Partial Differential Equations and Particle Systems
Grantee:	Christian Horacio Olivera
Support Opportunities:	Regular Research Grants

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