Abstract
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 language | English |
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Pages (from-to) | 669-672 |
Number of pages | 4 |
Journal | Comptes Rendus Mathématique |
Volume | 349 |
Issue number | 11-12 |
Early online date | 12 Jun 2011 |
Publication status | Published - Jun 2011 |