Initial-boundary value problem for stochastic transport equations

Autor:	Christian Olivera, Wladimir Neves
Rok vydání:	2020
Předmět:	Statistics and Probability Partial differential equation Applied Mathematics Numerical analysis Dirichlet distribution symbols.namesake Modeling and Simulation Bounded function symbols Applied mathematics Vector field Boundary value problem Uniqueness Divergence (statistics) Mathematics
Zdroj:	Stochastics and Partial Differential Equations: Analysis and Computations. 9:674-701
ISSN:	2194-041X 2194-0401
DOI:	10.1007/s40072-020-00180-9
Popis:	This paper concerns the Dirichlet initial-boundary value problem for stochastic transport equations with non-regular coefficients. First, the existence and uniqueness of the strong stochastic traces is proved. The existence of weak solutions relies on the strong stochastic traces, and also on the passage from the Stratonovich into Ito’s formulation for bounded domains. Moreover, the uniqueness is established without the divergence of the drift vector field bounded from below.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::05ce5bce960042fc23f6df3286e94834 https://doi.org/10.1007/s40072-020-00180-9 Zobrazit plný text záznamu Full text from SpringerLink