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November 2016, 21(9): 2991-3002. doi: 10.3934/dcdsb.2016083
The transport equation and zero quadratic variation processes
Jorge Clarke 1, , Christian Olivera 2, and Ciprian Tudor 3,
Departamento de Matemática, Universidad Técnica Federico Santa María, Avda. España 1680, Valparaíso, Chile
Departamento de Matemática, Universidade Estadual de Campinas, 13.081-970-Campinas-SP, Brazil
Laboratoire Paul Painlevé, Université de Lille 1, F-59655 Villeneuve d'Ascq, France
Received October 2015 Revised January 2016 Published October 2016
We analyze the transport equation driven by a zero quadratic variation process. Using the stochastic calculus via regularization and the Malliavin calculus techniques, we prove the existence, uniqueness and absolute continuity of the law of the solution. As an example, we discuss the case when the noise is a Hermite process.
Keywords: Malliavin calculus, method of characteristics, stochastic calculus via regularization, fractional Brownian motion, existence of density., Hermite process, Transport equation, zero quadratic variation process.
Mathematics Subject Classification: Primary: 60H15; Secondary: 60H05, 60H0.
Citation: Jorge Clarke, Christian Olivera, Ciprian Tudor. The transport equation and zero quadratic variation processes. Discrete & Continuous Dynamical Systems - B, 2016, 21 (9) : 2991-3002. doi: 10.3934/dcdsb.2016083
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Jorge Clarke Christian Olivera Ciprian Tudor