Euler-Lagrangian approach to stochastic Euler equations in Sobolev Spaces
Analysis of PDEs
2023-03-14 v1 Probability
Abstract
The purpose of this paper is to establish the equivalence between Lagrangian and classical formulations for the stochastic incompressible Euler equations, the proof is based in Ito-Wentzell-Kunita formula and stochastic analysis techniques. Moreover, we prove a local existence result for the Lagrangian formulation in suitable Sobolev Spaces.
Cite
@article{arxiv.2303.07213,
title = {Euler-Lagrangian approach to stochastic Euler equations in Sobolev Spaces},
author = {Juan Londoño and Christian Olivera},
journal= {arXiv preprint arXiv:2303.07213},
year = {2023}
}
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13 pag