Wiener chaos and uniqueness for stochastic transport equation

Mario Maurelli

Research output: Contribution to journalArticlepeer-review


We prove a uniqueness result for the stochastic transport linear equation (STLE), without any W1,1 or BV hypothesis on the coefficient, which is needed for the corresponding deterministic equation. We use Wiener chaos decomposition to pass from the STLE to a deterministic second-order transport equation with uniqueness property.
Original languageEnglish
Pages (from-to)669-672
Number of pages4
JournalComptes Rendus Mathématique
Issue number11-12
Early online date12 Jun 2011
Publication statusPublished - Jun 2011


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