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Paper detail

Stochastic transport equation in bounded domains

This paper is concerned with the initial-boundary value problem \; for stochastic transport equations in bounded domains. For a given stochastic perturbation of the drift vector field, we prove existence and uniqueness of weak solutions with non-regular coefficients. The existence of weak solutions relies strongly on the existence of strong stochastic trace, and also on the passage from the Stratonovich into Itô's formulation for bounded domains.Moreover, the uniqueness of weak solutions is obtained under suitable conditions.

preprint2020arXivOpen access
Wladimir NevesChristian Olivera
math.APmath.PR
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Wladimir NevesChristian Olivera

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