کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4669180 | 1346111 | 2010 | 39 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Stochastic flows of SDEs with irregular coefficients and stochastic transport equations
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Stochastic flows of SDEs with irregular coefficients and stochastic transport equations Stochastic flows of SDEs with irregular coefficients and stochastic transport equations](/preview/png/4669180.png)
چکیده انگلیسی
In this article we study (possibly degenerate) stochastic differential equations (SDEs) with irregular (or discontinuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere stochastic (invertible) flow associated with the SDE in the sense of Lebesgue measure. In the case of constant diffusions and BV drifts, we obtain such a result by studying the related stochastic transport equation. In the case of non-constant diffusions and Sobolev drifts, we use a direct method. In particular, we extend the recent results on ODEs with non-smooth vector fields to SDEs.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Bulletin des Sciences Mathématiques - Volume 134, Issue 4, June 2010, Pages 340-378
Journal: Bulletin des Sciences Mathématiques - Volume 134, Issue 4, June 2010, Pages 340-378