Abstract
We prove existence, uniqueness and Sobolev regularity of weak solution of the Cauchy problem of the stochastic transport equation with drift in a large class of singular vector fields containing, in particular, the class, the weak class, as well as some vector fields that are not even in for any .
On obtient des résultats sur l’existence, l’unicité et la régularité en sens de Sobolev de la solution faible au problème de Cauchy pour l’équation de transport stochastique avec dérive dans une large classe de champs vectoriels singuliers contenant, en particulier, la classe , la classe faible, ainsi que certains champs vectoriels qui n’appartiennent même pas à pour arbitraire.
Funding Statement
The research of D. K. is supported in part by a grant from the Natural Sciences and Engineering Research Council of Canada (RGPIN-2017-05567).
The research of R. S. is supported in part by a grant from the Simons Foundation (#429343).
Acknowledgements
We thank the referee for very helpful comments that helped to improve the presentation.
Part of the research for this paper was done while the first-named author was supported by a grant of the Fonds de recherche du Québec – Nature et technologies.
Part of the research for this paper was done while the third-named author was visiting Jiangsu Normal University, where he was partially supported by a grant from the National Natural Science Foundation of China (11931004, Yingchao Xie).
Citation
Damir Kinzebulatov. Yuliy A. Semënov. Renming Song. "Stochastic transport equation with singular drift." Ann. Inst. H. Poincaré Probab. Statist. 60 (1) 731 - 752, February 2024. https://doi.org/10.1214/22-AIHP1353
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