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

2015 ◽  
Vol 431 (1) ◽  
pp. 57-72 ◽  
Author(s):  
Christian Olivera ◽  
Ciprian A. Tudor
Keyword(s):  
Transport Equation ◽  
Fractional Noise ◽  
Stochastic Transport ◽  
Stochastic Transport Equation

scholarly journals ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION

2004 ◽  
Vol 07 (03) ◽  
pp. 437-447 ◽  
Author(s):  
ALBERTO LANCONELLI ◽  
FRANK PROSKE
Keyword(s):  
Transport Equation ◽  
Strong Solution ◽  
Strong Solutions ◽  
Delta Function ◽  
Explicit Representation ◽  
Stochastic Transport ◽  
Stochastic Transport Equation ◽  
General Stochastic

We determine a new explicit representation of strong solutions of Itô-diffusions and elicit its correspondence to the general stochastic transport equation. We apply this formula to deduce an explicit Donsker delta function of a diffusion.

Sign in / Sign up

Export Citation Format

Share Document