Article ID Journal Published Year Pages File Type
1156971 Stochastic Processes and their Applications 2008 26 Pages PDF
Abstract

We consider the critical Sobolev isotropic Brownian flow in Rd(d≥2). On the basis of the work of LeJan and Raimond [Y. LeJan, O. Raimond, Integration of Brownian vector fields, Ann. Probab. 30 (2002) 826–873], we prove that the corresponding flow is a flow of homeomorphisms. As an application, we construct an explicit solution, which is also unique in a certain space, to the stochastic transport equation when the associated Gaussian vector fields are divergence free.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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