On a class of stochastic transport equations for L2loc vector fields

Ennio Fedrizzi, Wladimir Neves, Christian Olivera

Published 2014-10-24Version 1

We study in this article the existence and uniqueness of solutions to a class of stochastic transport equations with irregular coefficients. Asking only boundedness of the divergence of the coefficients (a classical condition in both the deterministic and stochastic setting), we can lower the integrability regularity required in known results on the coefficients themselves and on the initial condition, and still prove uniqueness of solutions.