| Full text | |
| Author(s): |
Clarke, Jorge
;
Olivera, Christian
;
Tudor, Ciprian
Total Authors: 3
|
| Document type: | Journal article |
| Source: | DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B; v. 21, n. 9, p. 12-pg., 2016-11-01. |
| Abstract | |
We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of the solution. As an example, we discuss the case when the noise is a Hermite process. (AU) | |
| FAPESP's process: | 15/04723-2 - Topics in stochastic partial diferential equations |
| Grantee: | Christian Horacio Olivera |
| Support Opportunities: | Regular Research Grants |