Wellposedness for stochastic continuity equations with Ladyzhenskaya-Prodi-Serrin condition
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math.PR
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stochasticconditioncontinuityequationsladyzhenskaya-prodi-serrinuniquenesswellposednesscharacteristic
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We consider the stochastic divergence-free continuity equations with Ladyzhenskaya-Prodi-Serrin condition. Wellposedness is proved meanwhile uniqueness may fail for the deterministic PDE. The main issue of uniqueness realies on stochastic characteristic method and the generalized Ito-Ventzel-Kunita formula. Moreover, we prove a stability property for the solution with respect to the initial datum.
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