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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

   
 
 

 

Initial-boundary value problem for transport equations driven by rough paths


Author: Dai Noboriguchi
Journal: Theor. Probability and Math. Statist. 110 (2024), 167-183
MSC (2020): Primary 35L04, 60H15
DOI: https://doi.org/10.1090/tpms/1212
Published electronically: May 10, 2024
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Abstract: In this paper, we are interested in the initial Dirichlet boundary value problem for a transport equation driven by weak geometric Hölder $p$-rough paths. We introduce a notion of solutions to rough partial differential equations with boundary conditions. Consequently, we will establish a well-posedness for such a solution under some assumptions stated below. Moreover, the solution is given explicitly.


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Additional Information

Dai Noboriguchi
Affiliation: Waseda University Senior High School, 3-31-1 Kamishakujii, Nerima-ku, Tokyo, 177-0044, Japan
Email: nobo@waseda.jp

Keywords: Initial-boundary value problem, transport equation, rough paths
Received by editor(s): August 5, 2022
Accepted for publication: March 7, 2023
Published electronically: May 10, 2024
Additional Notes: The author was supported by Waseda University Grant for Special Research Projects (No. 2021C-361 and No. 2022C-286).
Article copyright: © Copyright 2024 Taras Shevchenko National University of Kyiv