Article ID Journal Published Year Pages File Type
4614857 Journal of Mathematical Analysis and Applications 2015 16 Pages PDF
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
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