scholarly journals Lp-solutions of the stochastic transport equation

Author(s):  
Pedro Catuogno ◽  
Christian Olivera
Author(s):  
ALBERTO LANCONELLI ◽  
FRANK PROSKE

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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