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

2014/08/27 by Christian Olivera, Olivera, Christian, Ciprian A. Tudor +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Navier-Stokes equation solutions #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1408.6489

openalex publication_date 2014/08/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider the transport equation driven by the fractional Brownian motion.\nWe study the existence and the uniqueness of the weak solution and, by using\nthe tools of the Malliavin calculus, we prove the existence of the density of\nthe solution and we give Gaussian estimates from above and from below for this\ndensity.\n

Cited by

• Existence and smoothness of the density for the stochastic continuity\n equation

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