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      Stochastic Lagrangian Flows for SDEs with rough coefficients

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          Abstract

          We prove the existence and uniqueness of Stochastic Lagrangian Flows and almost everywhere Stochastic Flows for non-degenearted SDEs with rough coefficients. As an application of our main result, we show that there exists a unique Stochastic Flow corresponding to each Leray-Hopf solution of 3D Navier-Stokes equation in the DiPerna-Lions sense.

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          Ordinary differential equations, transport theory and Sobolev spaces

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            Compact sets in the spaceL p (O,T; B)

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              On the uniqueness of solutions of stochastic differential equations

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                Author and article information

                Journal
                13 November 2019
                Article
                1911.05562
                574dbfa8-03e9-46df-b322-abdd2c4c6dec

                http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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                Custom metadata
                21 pages
                math.PR math.AP

                Analysis,Probability
                Analysis, Probability

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