Transport equation driven by a stochastic measure

Abstract

We consider the stochastic transport equation where the randomness is given by the symmetric integral with respect to stochastic measure. For stochastic measure, we assume only $\sigma$-additivity in probability and continuity of paths. The existence and uniqueness of the weak solution to the equation are proved.

10 pages

References in corpus (3)

• Analysis of the Rosenblatt process
• Noise Prevents Singularities in Linear Transport Equations
• The density of the solution to the stochastic transport equation with fractional noise