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

Autor(es)

Olivera, Christian ^[1] ; Tudor, Ciprian A. ^{[2, 3]}

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: Journal of Mathematical Analysis and Applications; v. 431, n. 1, p. 57-72, NOV 1 2015.
• Citações Web of Science: 4

Resumo

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)

• Processo FAPESP: 12/18739-0 - Funções generalizadas e equações estocásticas
• Beneficiário: Christian Horacio Olivera
• Modalidade de apoio: Auxílio à Pesquisa - Regular