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arxiv: 1408.6489 · v1 · pith:5NYM3HH5new · submitted 2014-08-27 · 🧮 math.PR

The density of the solution to the stochastic transport equation with fractional noise

classification 🧮 math.PR
keywords densitysolutionequationexistencefractionaltransportabovebelow
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We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the solution and we give Gaussian estimates from above and from below for this density.

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