The density of the solution to the stochastic ...
Document type :
Pré-publication ou Document de travail
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Title :
The density of the solution to the stochastic transport equation with fractional noise
Author(s) :
HAL domain(s) :
Mathématiques [math]/Probabilités [math.PR]
English abstract : [en]
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 ...
Show more >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.Show less >
Show more >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.Show less >
Language :
Anglais
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Submission date :
2025-01-24T18:35:08Z
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