Year: 2026
Type: preprint
Abstract: We study a first-order stochastic transport equation driven by Brownian transport noise and a nonlinear state-dependent Poisson jump term. The drift vector field is merely integrable and satisfies the subcritical Krylov--Röckner condition. The dependence of the jump coefficient on the solution creates a nontrivial coupling between the solution value and its spatial gradient. To handle this coupling, we construct a stochastic characteristic system for the position, the solution value, and the gradient, and derive a characteristic representation by means of an Itô--Wentzell formula with jumps. For singular drifts, we combine smooth approximation, the Zvonkin transformation, estimates for stochastic flows, and stochastic Gronwall inequalities to pass to a weakly differentiable limit. Uniqueness is established directly in the weakly differentiable class through a renormalized energy estimate for the difference of two solutions, including the contribution of the Poisson compensator. Under suitable integrability and differentiability assumptions on the jump coefficient, we prove the existence and uniqueness of weakly differentiable solutions. We further show that the first-order spatial Sobolev regularity of the initial datum is preserved by the evolution.
Source: arXiv (Cornell University)
Author: Zhang, Mingbo
Institution: Jiangxi University of Finance and Economics
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Award: G3733827185
OpenAlex ID: W7203890816
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