In this talk I will present a linear transport equation perturbed by a fractional Brownian motion, where one has to use the theory of rough paths to give meaning to the stochastic integral term. I will present a local time technique which shows the regularizing effect of the noise in the equation.
Torstein Kastberg Nilssen: Rough path transport equation with discontinuous drift.
Torstein Kastberg Nilssen (University of Oslo) holds a lecture with the title: Rough path transport equation with discontinuous drift.
Published Oct. 14, 2015 12:22 PM