Lp-solutions of the stochastic transport equation
Lp-solutions of the stochastic transport equation
We consider the stochastic transport linear equation and we prove existence and uniqueness of weak Lp-solutions. Moreover, we obtain a representation of the general solution and a Wong-Zakai principle for this equation. We make only minimal assumptions, similar to the deterministic problem. The proof is supported on the generalized Itô–Ventzel–Kunita …