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arXiv 1406.3735math.APmath.PR
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有界区域上的随机迁移方程

Stochastic transport equation in bounded domains

Wladimir Neves, Christian Olivera

摘要:

本文研究有界区域上随机迁移方程的初边值问题.对于漂移向量场的随机扰动,证明了具有非正则系数的弱解的存在唯一性。弱解的存在性依赖于强随机迹的存在性,也依赖于有界区域上从Stratonovich公式到伊藤公式的转换,并且在适当的条件下得到了弱解的唯一性.

英文摘要:

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.

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