Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/327873
Type: Artigo
Title: The Transport Equation And Zero Quadratic Variation Processes
The transport equation and zero quadratic variation processes
Author: Clarke, Jorge
Olivera, Christian
Tudor, Ciprian
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.
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.
Subject: Transport Equation
Fractional Brownian Motion
Hermite Process
Zero Quadratic Variation Process
Malliavin Calculus
Stochastic Calculus Via Regularization
Method Of Characteristics
Existence Of Density
Movimentos brownianos
Análise estocástica
Malliavin, Cálculo de
Country: Estados Unidos
Editor: American Institute of Mathematical Sciences
Citation: Discrete And Continuos Dynamical Systems-series B. Amer Inst Mathematical Sciences-aims, v. 21, p. 2991 - 3002, 2016.
Rights: fechado
fechado
Identifier DOI: 10.3934/dcdsb.2016083
Address: https://www.aimsciences.org/article/doi/10.3934/dcdsb.2016083
Date Issue: 2016
Appears in Collections:IMECC - Artigos e Outros Documentos

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