Transport equation driven by a stochastic measure
Fuente:
arXiv
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| Auteur principal: | |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866914945602420736 |
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| author | Radchenko, Vadym |
| author_facet | Radchenko, Vadym |
| contents | We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $σ$-additivity in probability and continuity of paths. The existence and uniqueness of the weak solution to the equation are proved. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_15232 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Transport equation driven by a stochastic measure Radchenko, Vadym Probability 60H15, 60G57 We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $σ$-additivity in probability and continuity of paths. The existence and uniqueness of the weak solution to the equation are proved. |
| title | Transport equation driven by a stochastic measure |
| topic | Probability 60H15, 60G57 |
| url | https://arxiv.org/abs/2407.15232 |