Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156971 | Stochastic Processes and their Applications | 2008 | 26 Pages |
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)
Authors
Dejun Luo,