# American Institute of Mathematical Sciences

November  2016, 21(9): 2991-3002. doi: 10.3934/dcdsb.2016083

## The transport equation and zero quadratic variation processes

 1 Departamento de Matemática, Universidad Técnica Federico Santa María, Avda. España 1680, Valparaíso, Chile 2 Departamento de Matemática, Universidade Estadual de Campinas, 13.081-970-Campinas-SP, Brazil 3 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.
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
##### References:
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Vallois, Elements of stochastic calculus via regularization, in Séminaire de Probabilités XL, Lecture Notes in Mathematics, 1899 (2007), 147-186. doi: 10.1007/978-3-540-71189-6_7.  Google Scholar [26] M. Sanz-Solé, Malliavin Calculus. With Applications to Stochastic Partial Differential Equations, Fundamental Sciences, EPFL Press, Lausanne, 2005.  Google Scholar [27] I. Shigekawa, Derivatives of Wiener functionals and absolute continuity of induced measures, J. Math. Kyoto Univ., 20 (1980), 263-289.  Google Scholar [28] C. A. Tudor, Analysis of Variations for Self-similar Processes, Springer 2013. doi: 10.1007/978-3-319-00936-0.  Google Scholar

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##### References:
 [1] P. Catuogno and C. Oliveira, $L ^p$ solutions of the stochastic transport equation, Random Operators and Stochastic Equations, 21 (2013), 125-134. doi: 10.1515/rose-2013-0007.  Google Scholar [2] P. L. Chow, Stochastic Partial Differential Equations, $2^{nd}$ edition. Advances in Applied Mathematics. CRC Press, Boca Raton, FL, 2015.  Google Scholar [3] C. M. Dafermos, Hyperbolic Conservation Laws in Continuum Physics, $3^{rd}$ edition, Grundlehren der Mathematischen Wissenschaften (Fundamental Principles of Mathematical Sciences), 325. Springer-Verlag, 2010. doi: 10.1007/978-3-642-04048-1.  Google Scholar [4] J. Duan, H. Gao and B. Schmalfuss, Stochastic dynamics of a coupled atmosphere-ocean model, Stochastics and Dynamics, 2 (2002), 357-380. doi: 10.1142/S0219493702000467.  Google Scholar [5] F. Fedrizzi and F. Flandoli., Noise prevents singularities in linear transport equations, Journal of Functional Analysis, 264 (2013), 1329-1354. doi: 10.1016/j.jfa.2013.01.003.  Google Scholar [6] M. Ferrante and C. Rovira, Stochastic delay differential equations driven by fractional Brownian motion with Hurst parameter $H>\frac{1}{2}$, Bernoulli, 12 (2006), 85-100.  Google Scholar [7] F. Flandoli, M. Gubinelli and E. Priola, Well-posedness of the transport equation by stochastic perturbation, Invent. Math., 180 (2010), 1-53. doi: 10.1007/s00222-009-0224-4.  Google Scholar [8] F. Flandoli and F. Russo, Generalized integration and stochastic ODEs, Annals of Probability, 30 (2002), 270-292. doi: 10.1214/aop/1020107768.  Google Scholar [9] H. Kunita, Stochastic differential equations and stochastic flows of diffeomorphisms, in Ecole d'été de probabilités de Saint-Flour XII - 1982, Lecture Notes in Mathematics, 1097 (1984), 143-303, Springer, Berlin. doi: 10.1007/BFb0099433.  Google Scholar [10] H. Kunita, First order stochastic partial differential equations, in Proceedings of the Taniguchi International Symposium on Stochastic Analysis, North-Holland Mathematical Library, 32 (1984), 249-269. doi: 10.1016/S0924-6509(08)70396-9.  Google Scholar [11] H. Kunita, Stochastic Flows and Stochastic Differential Equations, Cambridge University Press, 1990.  Google Scholar [12] P. L. Lions, Mathematical Topics in Fluid Mechanics, Vol. I: Incompressible Models, Oxford Lecture Series in Mathematics and its applications, 3, (1996), Oxford University Press.  Google Scholar [13] P. L. Lions, Mathematical Topics in Fluid Mechanics, Vol. II: Compressible Models, Oxford Lecture Series in Mathematics and its applications, 10 (1998), Oxford University Press.  Google Scholar [14] M. Maurelli, Wiener chaos and uniqueness for stochastic transport equation, Comptes Rendus Mathematique, 349 (2011), 669-672. doi: 10.1016/j.crma.2011.05.006.  Google Scholar [15] I. Nourdin, Selected Aspects of Fractional Brownian Motion, Springer, Milan; Bocconi University Press, Milan, 2012. doi: 10.1007/978-88-470-2823-4.  Google Scholar [16] I. Nourdin and F. Viens, Density formula and concentration inequalities with Malliavin calculus, Electronic Journal of Probability, 14 (2009), 2287-2309. doi: 10.1214/EJP.v14-707.  Google Scholar [17] D. Nualart, Malliavin Calculus and Related Topics, $2^{nd}$ edition, Springer New York, 2006.  Google Scholar [18] D. Nualart and L. Quer-Sardanyons, Gaussian density estimates for solutions to quasi-linear stochastic partial differential equations, Stoch. Process. Appl., 119 (2009), 3914-3938. doi: 10.1016/j.spa.2009.09.001.  Google Scholar [19] B. Oksendal, Stochastic Differential Equations, Springer-Verlag, 2003. doi: 10.1007/978-3-642-14394-6.  Google Scholar [20] C. Olivera, Well-posedness of first order semilinear PDE's by stochastic perturbation, Nonlinear Anal., 96 (2014), 211-215. doi: 10.1016/j.na.2013.10.022.  Google Scholar [21] C. Olivera and C. A. Tudor, The density of the solution to the transport equation with fractional noise, Journal of Mathematical Analysis and Applications, 431 (2015), 57-72. doi: 10.1016/j.jmaa.2015.05.030.  Google Scholar [22] B. Perthame, Transport Equations in Biology, Series Frontiers in Mathematics, Birkhauser, 2007.  Google Scholar [23] V. Pipiras and M. Taqqu, Integration questions related to the fractional Brownian motion, Probability Theory and Related Fields, 118 (2001), 251-291. doi: 10.1007/s440-000-8016-7.  Google Scholar [24] F. Russo and P. Vallois, Forward, backward and symmetric stochastic integration, Probab. Theory Rel. Fileds, 97 (1993), 403-421. doi: 10.1007/BF01195073.  Google Scholar [25] F. Russo and P. Vallois, Elements of stochastic calculus via regularization, in Séminaire de Probabilités XL, Lecture Notes in Mathematics, 1899 (2007), 147-186. doi: 10.1007/978-3-540-71189-6_7.  Google Scholar [26] M. Sanz-Solé, Malliavin Calculus. With Applications to Stochastic Partial Differential Equations, Fundamental Sciences, EPFL Press, Lausanne, 2005.  Google Scholar [27] I. Shigekawa, Derivatives of Wiener functionals and absolute continuity of induced measures, J. Math. Kyoto Univ., 20 (1980), 263-289.  Google Scholar [28] C. A. Tudor, Analysis of Variations for Self-similar Processes, Springer 2013. doi: 10.1007/978-3-319-00936-0.  Google Scholar
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