Some examples of absolute continuity of measures in stochastic fluid dynamics
Probability
2008-01-04 v1
Abstract
A non linear Ito equation in a Hilbert space is studied by means of Girsanov theorem. We consider a non linearity of polynomial growth in suitable norms, including that of quadratic type which appears in the Kuramoto-Sivashinsky equation and in the Navier-Stokes equation. We prove that Girsanov theorem holds for the 1-dimensional stochastic Kuramoto-Sivashinsky equation and for a modification of the 2- and 3-dimensional stochastic Navier-Stokes equation. In this way, we prove existence and uniqueness of solutions for these stochastic equations. Moreover, the asymptotic behaviour for large time is characterized.
Keywords
Cite
@article{arxiv.0801.0496,
title = {Some examples of absolute continuity of measures in stochastic fluid dynamics},
author = {B. Ferrario},
journal= {arXiv preprint arXiv:0801.0496},
year = {2008}
}
Comments
16 pages