Well-posedness of first order semilinear PDEs by stochastic perturbation

Abstract

We show that first order semilinear PDEs by stochastic perturbation are well-posedness for globally Holder continuous and bounded vector field, with an integrability condition on the divergence. This result extends the liner case presented in [2]. The proof is based on in the stochastic characteristics method and a version of the commuting Lemma.

arXiv commentto appears in Nonlinear Analysis: Theory, Methods & Applications