Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion
arXiv:1512.07274
Abstract
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the equation.
Paper is merged together with arXiv:1509.01154