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Transport and continuity equations with (very) rough noise

Author

Listed:
  • C. Bellingeri

    (TU Berlin)

  • A. Djurdjevac

    (FU Berlin)

  • P. K. Friz

    (TU Berlin
    WIAS)

  • N. Tapia

    (TU Berlin
    WIAS)

Abstract

Existence and uniqueness for rough flows, transport and continuity equations driven by general geometric rough paths are established.

Suggested Citation

  • C. Bellingeri & A. Djurdjevac & P. K. Friz & N. Tapia, 2021. "Transport and continuity equations with (very) rough noise," Partial Differential Equations and Applications, Springer, vol. 2(4), pages 1-26, August.
    • Handle: RePEc:spr:pardea:v:2:y:2021:i:4:d:10.1007_s42985-021-00101-y
    DOI: 10.1007/s42985-021-00101-y
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    References listed on IDEAS

    as
    1. Catellier, R. & Gubinelli, M., 2016. "Averaging along irregular curves and regularisation of ODEs," Stochastic Processes and their Applications, Elsevier, vol. 126(8), pages 2323-2366.
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