Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4614857 | Journal of Mathematical Analysis and Applications | 2015 | 16 Pages |
Abstract
We consider the transport equation driven by the fractional Brownian motion. We study the existence and the uniqueness of the weak solution and, by using the tools of the Malliavin calculus, we prove the existence of the density of the solution and we give Gaussian estimates from above and from below for this density.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Christian Olivera, Ciprian A. Tudor,