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Session S17 - Stochastic Systems: Analysis, Numerics and Applications

Friday, July 16, 14:55 ~ 15:30 UTC-3

Initial-boundary value problem for stochastic transport equations

Wladimir Neves

Universidade Federal do Rio de Janeiro, Brazil   -   This email address is being protected from spambots. You need JavaScript enabled to view it.

This talk concerns the Dirichlet initial-boundary value problem for stochastic transport equations with non-regular coefficients. First, the existence and uniqueness of the strong stochastic traces is proved. The existence of weak solutions relies on the strong stochastic traces, and also on the passage from the Stratonovich into Itô’s formulation for bounded domains. Moreover, the uniqueness is established without the divergence of the drift vector field bounded from below.

Joint work with Christian Olivera (Universidade Estadual de Campinas, Brazil).

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