Rough path continuity equations with discontinuous coefficients - regularization by fractional Brownian motion
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🧮 math.PR
keywords
brownianfractionalmotioncontinuitydiscontinuousequationallowedalmost
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We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the equation.
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