Remarks on uniqueness and strong solutions to deterministic and stochastic differential equations

被引：20

作者：

Flandoli, Franco ^{[1
]}

机构：

[1] Univ Pisa, Dipartimento Matemat Applicata U Dini, I-56127 Pisa, Italy

来源：

METRIKA | 2009年 / 69卷 / 2-3期

关键词：

Strong solutions to SDEs; Stochastic transport equations; Superposition solutions; NAVIER-STOKES EQUATIONS; VECTOR-FIELDS; ATTRACTORS; FLOWS; MODEL;

D O I：

10.1007/s00184-008-0210-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Motivated by open problems of well posedness in fluid dynamics, two topics related to strong solutions of SDEs are discussed. The first one on stochastic flows for SDEs with non regular drift helps to solve a stochastic transport equation where the corresponding deterministic equation is not well posed. The second one is a concept of strong superposition solution motivated by problems where uniqueness is not true or not known.

引用

页码：101 / 123

页数：23