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

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.

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The Stochastic Transport Equation Driven by Levy White Noise

Communications in Mathematical Sciences ◽

10.4310/cms.2004.v2.n4.a4 ◽

2004 ◽

Vol 2 (4) ◽

pp. 627-641 ◽

Cited By ~ 3

Author(s):

Frank Proske

Keyword(s):

White Noise ◽

Transport Equation ◽

Stochastic Transport ◽

Lévy White Noise ◽

Stochastic Transport Equation

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Time and static eigenvalues of the stochastic transport equation by the methods of polynomial chaos

Progress in Nuclear Energy ◽

10.1016/j.pnucene.2013.03.018 ◽

2013 ◽

Vol 67 ◽

pp. 33-55

Author(s):

D. Ayres ◽

M.M.R. Williams ◽

M.D. Eaton

Keyword(s):

Transport Equation ◽

Polynomial Chaos ◽

Stochastic Transport ◽

Stochastic Transport Equation

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Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation

Stochastics ◽

10.1080/17442508.2015.1102265 ◽

2015 ◽

Vol 88 (4) ◽

pp. 540-566 ◽

Cited By ~ 2

Author(s):

David Baños ◽

Torstein Nilssen

Keyword(s):

Transport Equation ◽

Stochastic Transport ◽

Stochastic Transport Equation

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Wiener chaos and uniqueness for stochastic transport equation

Comptes Rendus Mathematique ◽

10.1016/j.crma.2011.05.006 ◽

2011 ◽

Vol 349 (11-12) ◽

pp. 669-672 ◽

Cited By ~ 7

Author(s):

Mario Maurelli

Keyword(s):

Transport Equation ◽

Wiener Chaos ◽

Stochastic Transport ◽

Stochastic Transport Equation

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Langevin Equation Approach to Reactor Noise Analysis: Stochastic Transport Equation

Nuclear Science and Engineering ◽

10.13182/nse93-a23992 ◽

1993 ◽

Vol 113 (1) ◽

pp. 31-55 ◽

Cited By ~ 3

Author(s):

A. Ziya Akcasu ◽

Alison M. Stolle

Keyword(s):

Transport Equation ◽

Langevin Equation ◽

Noise Analysis ◽

Equation Approach ◽

Stochastic Transport ◽

Stochastic Transport Equation ◽

Reactor Noise

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Solution of the stochastic transport equation of neutral particles with anisotropic scattering using RVT technique

Applied Mathematics and Computation ◽

10.1016/j.amc.2009.03.016 ◽

2009 ◽

Vol 213 (1) ◽

pp. 250-261 ◽

Cited By ~ 14

Author(s):

A. Hussein ◽

M.M. Selim

Keyword(s):

Transport Equation ◽

Anisotropic Scattering ◽

Neutral Particles ◽

Stochastic Transport ◽

Stochastic Transport Equation

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A Study of Some Finite Difference Schemes for a Unidirectional Stochastic Transport Equation

SIAM Journal on Scientific Computing ◽

10.1137/s1064827593259108 ◽

1998 ◽

Vol 19 (3) ◽

pp. 799-812 ◽

Cited By ~ 8

Author(s):

Harald Osnes ◽

Hans Petter Langtangen

Keyword(s):

Finite Difference ◽

Transport Equation ◽

Difference Schemes ◽

Finite Difference Schemes ◽

Stochastic Transport ◽

Stochastic Transport Equation

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Calculating the Macrodispersion Coefficient in the Stochastic Transport Equation

World Environmental and Water Resources Congress 2010 ◽

10.1061/41114(371)454 ◽

2010 ◽

Cited By ~ 1

Author(s):

I. Haltas

Keyword(s):

Transport Equation ◽

Stochastic Transport ◽

Stochastic Transport Equation

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On the stochastic transport equation of convolution type

Recent Developments in Stochastic Analysis and Related Topics ◽

10.1142/9789812702241_0024 ◽

2004 ◽

Cited By ~ 3

Author(s):

Habib Ouerdiane ◽

José Luís Silva

Keyword(s):

Transport Equation ◽

Convolution Type ◽

Stochastic Transport ◽

Stochastic Transport Equation

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Well-Posedness of the Stochastic Transport Equation with Unbounded Drift

Bulletin of the Brazilian Mathematical Society New Series ◽

10.1007/s00574-017-0039-7 ◽

2017 ◽

Vol 48 (4) ◽

pp. 663-677 ◽

Cited By ~ 1

Author(s):

David A. C. Mollinedo ◽

Christian Olivera

Keyword(s):

Transport Equation ◽

Well Posedness ◽

Stochastic Transport ◽

Stochastic Transport Equation

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