Transport equation driven by a stochastic measure
Volume 10, Issue 2 (2023), pp. 197–209
Pub. online: 6 February 2023
Type: Research Article
Open Access
Open Access
Received
7 September 2022
7 September 2022
Revised
2 January 2023
2 January 2023
Accepted
27 January 2023
27 January 2023
Published
6 February 2023
6 February 2023
Abstract
The stochastic transport equation is considered where the randomness is given by a symmetric integral with respect to a stochastic measure. For a stochastic measure, only σ-additivity in probability and continuity of paths is assumed. Existence and uniqueness of a weak solution to the equation are proved.
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