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Mathematics > Probability

arXiv:1803.06170 (math)
[Submitted on 16 Mar 2018]

Title:Existence and smoothness of the density for the stochastic continuity equation

Authors:David A.C. Mollinedo, Christian Olivera, Ciprian A. Tudor
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Abstract:We consider the stochastic continuity equation driven by Brownian motion. We use the techniques of the Malliavin calculus to show that the law of the solution has a density with respect to the Lebesgue measure. We also prove that the density is Holder continuous and satisfies some Gaussian-type estimates.
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
Cite as: arXiv:1803.06170 [math.PR]
  (or arXiv:1803.06170v1 [math.PR] for this version)
  https://doi.org/10.48550/arXiv.1803.06170

Submission history

From: Christian Olivera C. Olivera [view email]
[v1] Fri, 16 Mar 2018 11:27:19 UTC (13 KB)
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