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dc.contributor.authorFlandoli, Franco
dc.contributor.authorGubinelli, Massimiliano
dc.contributor.authorPriola, Enrico
dc.date.accessioned2010-01-15T08:59:03Z
dc.date.available2010-01-15T08:59:03Z
dc.date.issued2010
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/2957
dc.language.isoenen
dc.subjectProbabilityen
dc.subject.ddc519en
dc.titleWell-posedness of the transport equation by stochastic perturbationen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherUNIVERSITÀ DEGLI STUDI DI PISA, Pisa;Italie
dc.description.abstractenWe consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to render the equation well-posed. This seems to be the first explicit example of partial differential equation that become well-posed under the influece of noise. The key tool is a differentiable stochastic flow constructed and analysed by means of a special transformation of the drift of Tanaka type.en
dc.relation.isversionofjnlnameInventiones Mathematicae
dc.relation.isversionofjnlvol180
dc.relation.isversionofjnlissue1
dc.relation.isversionofjnldate2010-04
dc.relation.isversionofjnlpages1-53
dc.relation.isversionofdoihttp://dx.doi.org/10.1007/s00222-009-0224-4
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00359723/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherSpringer
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


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