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arxiv: 0809.1310 · v2 · pith:J3KV5OPXnew · submitted 2008-09-08 · 🧮 math.AP · math.PR

Well-posedness of the transport equation by stochastic perturbation

classification 🧮 math.AP math.PR
keywords equationstochasticwell-posedperturbationtransporttypeanalysedbecome
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We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Ito-Tanaka type.

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