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Stochastic continuity equation with nonsmooth velocity. (English) Zbl 1372.60093

Summary: In this article we study the existence and uniqueness of solutions of the stochastic continuity equation with irregular coefficients.

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
35R60 PDEs with randomness, stochastic partial differential equations
35F10 Initial value problems for linear first-order PDEs
60H30 Applications of stochastic analysis (to PDEs, etc.)
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